Cross-Model Analytics Engineer (Hybrid) – Credit Risk

ing; Amsterdam; Hybrid; EUR 75,000 - 110,000; Full time

Benefits offered by this job

Vacation days 25-28

Pension scheme

13th month salary

Holiday payment 8%

Hybrid working

Personal growth and challenging work

Collaborative and informal environment

Job summary

ING is seeking a Cross Model Analytics Model Developer to coordinate the development and maintenance environment for Wholesale Banking credit risk models, including IRB/IFRS9 and Economic Capital. You will translate regulatory requirements into targeted model-life-cycle approaches, ensuring robust and compliant designs across all stages.

The role requires a Master’s in Mathematics or Economics and 3+ years of credit risk modelling experience, with strong SAS programming and stakeholder

Qualifications

• Master's degree in Mathematics, Economics, or equivalent.
• 3+ years of experience in Credit Risk Modelling.
• Strong analytical and strategic thinking capabilities.

Responsibilities

• Coordinate development, maintenance, and governance of the Wholesale Banking credit risk model landscape.
• Translate business and regulatory requirements into a dedicated approach for specific Wholesale Banking models.
• Analyse end-to-end design approaches at model and model-component level throughout the life cycle.
• Ensure compliance of model designs considering environment requirements for robustness and performance.
• Participate in stakeholder meetings across all stages of the model life cycle.
• Engage with external stakeholders to identify improvement opportunities.
• Explain and defend model design choices to internal and external stakeholders.

Skills

Credit risk modelling

Regulatory knowledge

SAS programming

Stakeholder management

Education

Master's degree in Mathematics or Economics

Tools

SAS

Job description

ING is seeking a Cross Model Analytics Model Developer to coordinate the development and maintenance environment for Wholesale Banking credit risk models, including IRB/IFRS9 and Economic Capital. You will translate regulatory requirements into targeted model-life-cycle approaches, ensuring robust and compliant designs across all stages.

The role requires a Master’s in Mathematics or Economics and 3+ years of credit risk modelling experience, with strong SAS programming and stakeholder