Hybrid Credit Risk Model Developer (AIRB/IFRS9)

ING

Warszawa

Hybrid

PLN 79,000 - 312,000

Full time

14 days+

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Job summary

ING is seeking a highly skilled professional to shape credit risk modelling in a leading international banking group. You will work in a cross-functional, international team on AIRB/IFRS9 models, with opportunities to lead certain projects and coordinate with validation and compliance teams.

The role emphasizes quantitative risk modelling, data science, and strong programming in SAS, Python, or R. The position offers a hybrid work model with offices in Warsaw and remote options.

Qualifications

Requires +3 years in quantitative risk modelling.
Experience with AIRB/IFRS9 models is valued.
Familiarity with Basel framework and regulatory regimes is preferred.
Strong programming ability in SAS, Python or R.

Responsibilities

Contribute to design, coding, and testing of AIRB/IFRS9 models.
Monitor and validate model performance and regulatory submissions.
Collaborate with validation and audit teams to ensure compliance.
Lead initiatives in model development and documentation in agile squads.

Skills

Quantitative risk modelling

SAS

Python

Data science

Statistics

Econometrics

Education

Degree in statistics/econometrics/finance

Job description

The role emphasizes quantitative risk modelling, data science, and strong programming in SAS, Python, or R. The position offers a hybrid work model with offices in Warsaw and remote options.

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