Senior Regulatory Credit Risk Model Oversight Expert

Jobster; Amsterdam; Híbrido; EUR 120.000 - 190.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Hybrid working

Pension scheme

13th month salary

8% Holiday payment

Vacation days 25-28

Descripción de la vacante

ING is seeking a group-level expert to oversee regulatory credit risk models (IRB and IFRS9) and to support, advise, and challenge senior Risk Management and Model Development teams. The role requires independent technical judgement on model risk, methodology and supervisory expectations.

You will interact with the ECB and external auditors, leading on-site inspections and model investigations. A Master’s degree and 6–12 years of experience are expected, with a strong background in IRB/IFRS9

Formación

• Master’s degree and 6–12 years of experience in credit risk modelling, supervision or closely related fields.

Responsabilidades

• Oversee changes to regulatory credit risk models at Group level, advising and controlling the process; ensure alignment with regulatory expectations.
• Perform advisory and QA reviews of IMIs and on-site inspections, coordinating supervisory submissions, presentations and Q&As.
• Manage senior internal stakeholders across the end-to-end credit risk model lifecycle globally and with ECB/external auditors.
• Represent ING in IMIs, on-site inspections and regulatory discussions related to credit risk models.

Conocimientos

Credit risk modelling

Regulatory compliance

Statistical analysis

Stakeholder communication

Educación

Master's degree

Descripción del empleo

ING is seeking a group-level expert to oversee regulatory credit risk models (IRB and IFRS9) and to support, advise, and challenge senior Risk Management and Model Development teams. The role requires independent technical judgement on model risk, methodology and supervisory expectations.

You will interact with the ECB and external auditors, leading on-site inspections and model investigations. A Master’s degree and 6–12 years of experience are expected, with a strong background in IRB/IFRS9