Lead Model Developer, Predictive Analytics & Credit Risk

ING Hubs Romania; Amsterdam; Hybrid; EUR 90,000 - 130,000; Full time

Benefits offered by this job

Flexible hours

Work from home

Pension scheme

13th month salary

25-28 vacation days

Personal growth opportunities

Informal environment

Job summary

ING NL is seeking a Quantitative Model Risk Specialist to strengthen the Predictive Analytics team within the Integrated Risk Department. The role focuses on developing and maintaining credit risk models, including IRB and IFRS 9, and contributing to AI/ML initiatives in risk analytics.

You will work in an Agile environment, collaborating with Risk, Finance, Business and IT, with opportunities to grow modelling, data and AI skills in practice.

Qualifications

• 4-6 years in Credit Risk Modelling including IRB IFRS9 and credit decision models.
• Strong quantitative background with practical data science experience.
• MSc or PhD in a quantitative field; knowledge of banking products and risk processes.
• Proven modelling experience and ability to translate data into insights.

Responsibilities

• Develop and maintain credit risk models for the Dutch portfolio aligned with regulatory and business needs.
• Design and implement regulatory models for IRB and IFRS9 purposes.
• Analyse provisions, risk costs, RWA and arrears to inform decisions.
• Build credit decision and in-life management models such as Early Warning Systems.
• Integrate ESG risk into credit risk frameworks and collaborate with IT and data teams.

Skills

Credit risk modelling

IRB/IFRS9

Statistical methods

Python

SAS

SQL

Data science

Stakeholder comms

English proficiency

Education

MSc/PhD in quantitative field

Quantitative degree

Tools

Python

SAS

SQL

Excel

SAS EG

SharePoint

Job description

ING NL is seeking a Quantitative Model Risk Specialist to strengthen the Predictive Analytics team within the Integrated Risk Department. The role focuses on developing and maintaining credit risk models, including IRB and IFRS 9, and contributing to AI/ML initiatives in risk analytics.

You will work in an Agile environment, collaborating with Risk, Finance, Business and IT, with opportunities to grow modelling, data and AI skills in practice.