Credit Risk Model Developer - Hybrid, Warsaw Office

ING Hubs Poland; Województwo mazowieckie; Híbrido; PLN 79.000 - 312.000; Jornada completa

Descripción de la vacante

ING Hubs Poland is seeking a senior model developer to advance AIRB and IFRS9 credit risk models within a global banking group. You will design, implement, monitor and document models in a collaborative, cross-functional team.

You have 3+ years in statistics, econometrics, data science or financial engineering, familiarity with Basel/ECB expectations, and proficiency in SAS, Python or R in large data environments. Hybrid in Warsaw.

Formación

• 3+ years of experience in statistics, econometrics, data science or financial engineering.
• Familiarity with Basel (AIRB) and IFRS9 or eagerness to learn and grow in this space.
• Experience working in diverse, cross-functional teams in an international environment.
• Proficiency with SAS, Python or R and large datasets.

Responsabilidades

• Specialists: Contribute to model design, coding, and testing; participate in regulatory submissions.
• Senior Specialist: Lead monitoring of AIRB/IFRS9 models and development of model parameters.
• Experts: Lead development of AIRB/IFRS9 models, mentor junior staff, and represent the team in regulatory discussions.
• Senior Experts: Lead complex projects and engage with senior stakeholders across risk, finance, and compliance.

Conocimientos

SAS

Python

R

Statistics

Econometrics

Data science

Herramientas

SAS

Python

R

Descripción del empleo

ING Hubs Poland is seeking a senior model developer to advance AIRB and IFRS9 credit risk models within a global banking group. You will design, implement, monitor and document models in a collaborative, cross-functional team.

You have 3+ years in statistics, econometrics, data science or financial engineering, familiarity with Basel/ECB expectations, and proficiency in SAS, Python or R in large data environments. Hybrid in Warsaw.