Credit Risk Model Architect (Remote, AIRB/IFRS9)

ING Hubs B.V. sp. z o.o. Oddział w Polsce; Warszawa; Hybrid; PLN 79,236 - 312,480; Full time

Job summary

ING Hubs B.V. sp. z o.o. Oddział w Polsce is looking for a quantitative risk specialist to join their Retail Credit Risk Model Development team in Warsaw. This position involves contributing to model design and testing, leading model monitoring, and engaging with senior stakeholders to ensure regulatory compliance.

The role is largely remote (up to 75%) and offers exposure to international projects and diverse asset classes. Ideal candidates should have strong analytical skills, communication abilities, and a passion for continuous learning.

Benefits include aligned remote policies with company standards, fostering diverse and inclusive workplace culture.

Qualifications

• 3+ years experience in quantitative risk modelling.
• Academic or professional experience in statistics, econometrics, data science or financial engineering.
• Familiarity with regulatory frameworks such as Basel (AIRB) and IFRS9.
• Proficiency in SAS, Python or R and experience with large datasets.
• Strong communication, documentation and collaborative skills in an agile environment.

Responsibilities

• Contribute to model design, coding and testing; participate in regulatory submissions.
• Lead monitoring of AIRB/IFRS9 models and coordinate with validation and audit teams.
• Lead development of AIRB/IFRS9 models and mentor junior staff.
• Lead complex projects and engage with senior stakeholders.

Job description

ING Hubs B.V. sp. z o.o. Oddział w Polsce is looking for a quantitative risk specialist to join their Retail Credit Risk Model Development team in Warsaw. This position involves contributing to model design and testing, leading model monitoring, and engaging with senior stakeholders to ensure regulatory compliance.

The role is largely remote (up to 75%) and offers exposure to international projects and diverse asset classes. Ideal candidates should have strong analytical skills, communication abilities, and a passion for continuous learning.

Benefits include aligned remote policies with company standards, fostering diverse and inclusive workplace culture.