Cross Model Analytics Model Developer

ING Nederland

Amsterdam

Hybrid

EUR 75,000 - 110,000

Full time

38 hours ago

Be an early applicant

Application generator

Don’t send a generic resume — generate a resume and cover letter tailored to this exact role.

Get past ATS filters

Benefits offered by this job

Vacation days (25-28)

Pension scheme

13th month salary

8% Holiday allowance

Hybrid working

Personal growth opportunities

Informal working environment

Job summary

ING Netherlands is seeking a Cross Model Analytics Model Developer to coordinate the development and maintenance environment for non-IRB credit risk models in Wholesale Banking, including feeder models, IFRS9 and Economic Capital.

You will translate business needs and regulatory requirements into a dedicated model lifecycle approach, safeguard the model environment, and ensure design consistency while engaging with stakeholders.

Qualifications

Master's degree in Mathematics, Economics, or equivalent.
3+ years of experience in Credit Risk Modelling.
Certification in Risk Management and/or SAS for Credit Risk Modelling.

Responsibilities

Develop, maintain, and govern the Wholesale Banking credit risk model landscape.
Translate business and regulatory requirements into model life cycle approaches.
Analyse end-to-end design across the model life cycle and components.
Ensure design compliance with model environment requirements and performance.
Lead stakeholder meetings and engage external stakeholders on model improvements.
Explain and defend model design choices to stakeholders.

Skills

Credit risk modelling

Analytical thinking

Stakeholder communication

Proactive mindset

Model governance

Education

Master's degree in Mathematics/Economics

Tools

SAS

SQL

Python

Job description

As a Cross Model Analytics Model Developer, you will be responsible for coordinating the model development and maintenance environment for non-IRB credit risk models related to Wholesale Banking, including feeder models, IFRS9, and Economic Capital. You will translate business needs and regulatory requirements into a dedicated approach across all Model Life Cycle (MLC) steps, while safeguarding the model environment from exogenous impacts and ensuring consistency in design approaches.

The team

The Bank-wide Credit Risk Models department is responsible for the management of Wholesale Banking (WB) IRB and IFRS9 models, as well as the Bank-wide Credit Risk Economic Capital models, including their development, monitoring, and advisory support to the business in cooperation with relevant stakeholders.

All models in scope are group-wide, managed and developed centrally, and consistently applied across all ING locations.

Roles And Responsibilities

In this role, you will contribute to the 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 model life cycle procedure.
Ensure compliance of model designs while considering model environment requirements that may impact robustness and performance.
Participate in and actively steer stakeholder meetings involving contributors across all stages of the model life cycle procedure.
Engage with external stakeholders as a senior modeler to understand model and model-environment deficiencies and identify improvement opportunities.
Explain and defend model design choices to internal and external stakeholders.

How To Succeed

University / Postgraduate (Master's Degree) in Mathematics, Economics, or equivalent.
3+ years of experience in Credit Risk Modelling.
Risk Management certification and/or SAS programming certification focused on Credit Risk Modelling.
Strong analytical and strategic thinking capabilities.
An inquisitive, out-of-the-box mindset with a strong risk management focus.
Technically mature credit risk modelling skills.
Strong communication skills, both internally and externally.
Ability to translate complex topics into simple and understandable language.
A "make it happen" mentality with a proactive approach.
Broad knowledge of the end-to-end regulatory credit risk model lifecycle, including IT, data, model and policy development, and regulation, with the ability to identify, assess, prioritise, and manage model risks.
Strong learning mindset and willingness to champion exploration and innovative approaches.

Rewards And Benefits

We want to make sure that it's possible for you to strike the right balance between your career and your private life. Find out more about our employment conditions.

The Benefits Of Working With Us At ING Include