Risk AI Data Scientist

ING Hubs Romania; Amsterdam; Hybrid; EUR 90,000 - 150,000; Full time

Benefits offered by this job

Vacation days

Pension scheme

13th month salary

Holiday payment 8%

Hybrid working

Personal growth

Innovative colleagues

Job summary

ING is seeking a Risk AI Data Scientist to drive the integration of advanced AI capabilities into the bank’s risk management framework, including credit risk models, governance and deployment. You will build and evaluate GenAI solutions, design retrieval‑augmented generation pipelines, handle unstructured data, and ensure production‑quality, auditable workflows on GCP and Azure DevOps.

Collaborating with Integrated Risk and the Bank-wide Credit Risk Models teams, you will translate complex risk

Qualifications

• Master’s degree in mathematics, economics or equivalent.
• 7+ years of experience in risk management, with risk modelling preferred.
• Strong programming in Python and data science toolkits.
• Experience with GenAI, NLP and risk governance practices.

Responsibilities

• Develop custom models by fine-tuning open‑weights models on GCP GPUs.
• Evaluate and monitor GenAI systems for risk management use cases.
• Architect Retrieval‑Augmented Generation (RAG) pipelines for policy documents and regulations.
• Build NLP pipelines to extract signals from unstructured text and convert into features.
• Write clean, modular Python code in Azure DevOps ensuring reproducibility and deployment readiness.
• Align AI solutions with risk-domain model suites across locations.

Skills

Python

SQL

PyTorch/TensorFlow

NLP

Education

Master’s degree in mathematics, economics or equivalent

Tools

SAS

Google Cloud Platform

Azure DevOps

Job description

We are looking for a Risk AI Data Scientist to drive the integration of advanced AI capabilities into the bank’s overall risk management (out of which Credit risk model maintenance is one of them).

In this role, you operate in the intersection of risk management practices (amongst which credit risk modelling), model lifecycle governance, and advanced AI (LLMs, NLP, Agentic workflows). You will not only build and steer these solutions; you will help design the cognitive layer of the bank’s risk management environment, turning cutting‑edge AI into production‑ready, compliant solutions.

The team

The mission of Integrated Risk is focused on providing risk identification, aggregation and insight capabilities at Group level across the various Risk domains. The team department is using those capabilities across the various risk functions, to assume a general oversight of risk governance, policies and frameworks, and to steer group‑wide model and implementation activities across locations.

The Bank‑wide Credit Risk Models department is responsible for the management of Wholesale Banking (WB) IRB and IFRS9 and the Bank‑wide Credit Risk Economic Capital models — including their development, monitoring, and advisory support to the business — in cooperation with relevant stakeholders. All the models in scope are groupwide, managed and developed centrally and consistently applied across all ING’s locations.

Roles and responsibilities

What will you do?

• Develop custom models by fine‑tuning open‑weights models (e.g., Llama, Mistral) on GCP GPUs to understand the specific nuances of risk management in wholesale/retail banking, credit policies, and financial risk (exploration, production and scaling).
• Evaluate and monitor GenAI systems in this context (e.g. hallucinations, quality, drifting).
• Architect Retrieval‑Augmented Generation (RAG) systems to enable interaction with internal policy documents, regulations and other documentation in different formats with high precision.
• Work with large‑scale unstructured data (documents, PDFs, OCR) as a core part of the role.
• Design and implement agentic AI workflows (e.g. LangChain/LangGraph) where AI components plan, reason, and execute multi‑step tasks to support risk managers.
• Build NLP pipelines to extract complex signals (e.g. transaction patterns, legal clauses) from unstructured text and convert them into usable features.
• Write clean, modular Python code in Azure DevOps ensuring models are testable, reproducible, and ready for deployment.
• Align with model suites across different risk domains to understand and create added value in AI‑powered lifecycle management.

How to succeed

We hire smart people like you for your potential. Our biggest expectation is that you’ll stay curious. Keep learning. Take on responsibility. In return, we’ll back you to develop into an even more awesome version of yourself.

Education & experience

• Master’s degree in mathematics, economics or equivalent
• 7+ year experience in risk management (experience with risk modelling is a plus)

Core technical stack

• Advanced Python, SQL, PyTorch/TensorFlow (SAS is an advantage)

GenAI & data capabilities

• HuggingFace (Transformers, PEFT), LangChain/LlamaIndex, Vector Stores (FAISS/Vertex Search), designing and optimising RAG pipelines
• Experience in manipulating and governing structured and unstructured data for risk management purposes

Platforms & engineering

• Google Cloud Platform (Vertex AI, Workbench)
• Strong experience with Azure DevOps (Git, Pipelines)
• Experience with end‑to‑end pipelines (data → model → deployment)

Way of working

• Experience working in Agile/Scrum teams
• You understand the “You Build It, You Run It” philosophy

Governance & mindset

• Knowledgeable on AI (risk) governance
• Out‑of‑the‑box, inquisitive, strategic thinking
• Strong risk management mindset and technically fully mature credit risk modelling skills
• Strong communication skills (internally and externally), with the capability of translating complex matters into simple language
• “Make it happen” mentality

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:

• 25-28 vacation days depending on contract
• Pension scheme
• 13th month salary
• 8% Holiday payment
• Hybrid working
• Personal growth and challenging work with endless possibilities
• An informal working environment with innovative colleagues

About us

Curious about how ING empowers people and businesses to move forward?

Discover what we do and what we can offer you.

Questions?

Please visit our Frequently Asked Questions section to find some answers on questions you might have. You can also contact the recruiter attached to the advertisement.