Regulatory Credit Risk Model Developer

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

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.