Model Developer - Credit Risk Regulatory Modelling

ING Belgium NV/SA; Brussel Hoofdstad; Sur place; EUR 70 000 - 110 000; Plein temps

Avantages offerts par ce poste

Challenging projects

International environment

Continuous learning

Agile culture

Flexible working

Competitive salary & benefits

Résumé du poste

ING Belgium NV/SA is seeking a Model Developer to join its Credit Risk Regulatory Modelling team. You will develop, maintain and enhance regulatory credit risk models that support Basel regulations and IFRS 9 under an international setting.

You will work on PD, LGD, EAD models, perform analyses, validate models, and report to senior management and regulators. Strong English and SAS experience are required.

Qualifications

• Master's degree 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.
• The ability to work independently while maintaining a collaborative mindset.
• Excellent communication and stakeholder management skills.
• Professional proficiency in English.

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 a wide range of stakeholders across Risk, Finance and Business teams.
• Participate in discussions with internal and external auditors, Model Validation teams and the European Central Bank.

Connaissances

Analytical skills

Problem‑solving

Independent with collaboration

Communication

Stakeholder management

English proficiency

Formation

Master's degree or PhD in Econometrics/Math/Statistics/Physics/Economics

Outils

SAS

Description du poste

Do you want to make an impact on the future of risk modelling? At ING Belgium, we are looking for a Model Developer to join our Credit Risk Regulatory Modelling team. In this role, you will contribute to the development, maintenance and enhancement of regulatory credit risk models that support key business and regulatory decisions. You will work in an international environment alongside highly qualified professionals and play an important role in ensuring the robustness and accuracy of ING's credit risk framework.

Your role

As a Model Developer, you will be responsible for the development and maintenance of models used to calculate Regulatory Credit Capital under Basel regulations and Loan Loss Provisions under IFRS 9.

• 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 a wide range of stakeholders across Risk, Finance and Business teams
• Participate in discussions with internal and external auditors, Model Validation teams and the European Central Bank

We are looking for

• A Master's degree 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
• The ability to work independently while maintaining a collaborative mindset
• Excellent communication and stakeholder management skills
• A proactive, critical and solution‑oriented attitude
• Professional proficiency in English

What we offer

• Challenging projects at the forefront of risk management and regulation
• A collaborative and international working environment
• Opportunities for continuous learning and development
• An agile way of working where innovation is encouraged
• Flexible working arrangements
• A competitive salary package with a wide range of additional benefits

We're a global bank with a strong European base, and our more than 60,000 colleagues serve around 38 million customers and corporate clients in over 40 countries. Joining ING means working with friendly and collaborative people towards making a positive impact on people and planet. We believe in empowering the people around us and our customers to stay a step ahead. Working here means having the autonomy to drive progress, helping to create superior customer value and contributing to our ambition of putting sustainability at the heart of everything we do. Here, we're more than just a workplace - we're a community of innovators, problem‑solvers, and forward‑thinkers, dedicated to making a real impact. Whether you're just starting your career or seeking the next big challenge, we have opportunities that will inspire and push you to grow.