Hybrid Credit Risk Model Developer II

ing; Warszawa; Hybrid; PLN 79,000 - 312,000; Full time

Benefits offered by this job

Hybrid work model

Warsaw office access

Job summary

ING Group is seeking experts in quantitative risk modelling to join the Retail Credit Risk Model Development team in Warsaw. You should have 3+ years of experience, and familiarity with Basel AIRB and IFRS9, with strong Python/SAS/R data skills.

You will work in a hybrid model, collaborating across risk, finance and compliance, and may engage regulators. Role naming: Model Developer II/III/IV/V.

Qualifications

• 3+ years of experience in quantitative risk modelling or related field.
• Academic or professional background in statistics, econometrics, data science, or financial engineering.
• Familiarity with Basel AIRB and IFRS9 frameworks encouraged or willingness to learn.

Responsibilities

• Contribute to model design, coding and testing of AIRB/IFRS9 models.
• Monitor models and participate in regulatory submissions and internal reviews.
• Lead collaboration with validation and audit teams to ensure regulatory compliance.
• Mentor junior staff and represent the team in regulatory discussions when needed.

Skills

Quantitative risk modelling

Statistics / econometrics

Python / R / SAS

Data analysis

Cross-functional teamwork

Agile / Scrum

Clear communication

Education

Master's in Statistics / Financial Engineering / Economics

Tools

SAS

Python

R

Job description

ING Group is seeking experts in quantitative risk modelling to join the Retail Credit Risk Model Development team in Warsaw. You should have 3+ years of experience, and familiarity with Basel AIRB and IFRS9, with strong Python/SAS/R data skills.

You will work in a hybrid model, collaborating across risk, finance and compliance, and may engage regulators. Role naming: Model Developer II/III/IV/V.