Model Developer - Credit Risk Regulatory Modelling

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

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 .

You will:

• 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

At ING, you'll have the opportunity to grow both professionally and personally in a challenging and dynamic environment.

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