Impactful Credit Risk Modeller – Regulatory & IFRS9

ING Bank Personeel B.V.; Brussel Hoofdstad; Sur place; EUR 70 000 - 100 000; Plein temps

Avantages offerts par ce poste

Challenging projects at the forefront

International environment

Continuous learning and development

Agile working culture

Flexible working arrangements

Competitive salary and benefits

Résumé du poste

ING Belgium is seeking a Model Developer to join the Credit Risk Regulatory Modelling team. You will develop, maintain and enhance regulatory credit risk models that support Basel regulatory decisions and IFRS 9 provisions.

You will collaborate with Risk, Finance and Business teams, work with SAS or similar tools, and interact with auditors and regulators. A quantitative advanced degree and strong communication skills are required.

Qualifications

• Master's or PhD in Econometrics, Mathematics, Statistics, Physics, Economics or another quantitative discipline.
• Experience in credit risk modelling, preferably within IRB and/or IFRS 9 frameworks.
• Strong analytical and problem-solving skills.
• Experience with SAS or other statistical programming languages.
• Ability to work independently while maintaining a collaborative mindset.

Responsabilités

• Develop, maintain and monitor credit risk models, including PD, LGD, EAD and IFRS 9 models
• Perform quantitative analyses and translate regulatory requirements into modelling solutions
• Support the implementation and validation of models throughout their lifecycle
• Prepare high-quality analyses and reports for senior management, Model Validation, Audit and regulatory authorities
• Collaborate with stakeholders across Risk, Finance and Business teams
• Participate in discussions with auditors, Model Validation teams and regulators (ECB)

Connaissances

Credit risk modelling

IFRS 9

SAS

Formation

Master's or PhD in Econometrics/Math/Stats/Economics

Outils

SAS

Description du poste

ING Belgium is seeking a Model Developer to join the Credit Risk Regulatory Modelling team. You will develop, maintain and enhance regulatory credit risk models that support Basel regulatory decisions and IFRS 9 provisions.

You will collaborate with Risk, Finance and Business teams, work with SAS or similar tools, and interact with auditors and regulators. A quantitative advanced degree and strong communication skills are required.