Cross-Model Credit Risk Analytics Developer

ING Nederland; Amsterdam; Hybrid; EUR 75,000 - 110,000; Full time

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

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.