Credit Risk Regulatory Modelling Developer

ING; Brussel; Sur place; EUR 75 000 - 110 000; Plein temps

Avantages offerts par ce poste

Flexible working

Competitive salary

International environment

Continuous learning

Agile working

Résumé du poste

ING Belgium seeks a Model Developer to join the Credit Risk Regulatory Modelling team and contribute to the development, maintenance and enhancement of regulatory credit risk models that support key business and regulatory decisions.

You will develop, maintain and monitor PD, LGD, EAD and IFRS 9 models, translate regulatory requirements into modelling solutions, and support validation across their lifecycle. The role is in an international environment with diverse stakeholders.

Qualifications

• Master’s or PhD in a quantitative field.
• Experience in credit risk modelling, preferably IRB/IFRS 9.
• Strong analytical and problem-solving skills.
• Proficient in English.

Responsabilités

• Develop, maintain and monitor credit risk models, including PD, LGD, EAD and IFRS 9 models.
• Translate regulatory requirements into modelling solutions.
• Support the implementation and validation of models across their lifecycle.
• Prepare high-quality analyses and reports for senior management, Model Validation, Audit and regulatory authorities.
• Collaborate with Risk, Finance and Business teams.
• Engage in discussions with internal and external auditors, Model Validation teams and the ECB.

Connaissances

Credit risk modelling

Regulatory modelling

Quantitative analysis

Stakeholder management

Communication

Formation

Master's or PhD in quantitative discipline

Outils

SAS

Description du poste

ING Belgium seeks a Model Developer to join the Credit Risk Regulatory Modelling team and contribute to the development, maintenance and enhancement of regulatory credit risk models that support key business and regulatory decisions.

You will develop, maintain and monitor PD, LGD, EAD and IFRS 9 models, translate regulatory requirements into modelling solutions, and support validation across their lifecycle. The role is in an international environment with diverse stakeholders.