Intern in Risk Hub Model Development Department

ing; Warszawa; On-site; PLN 22,000 - 29,000; Full time

Job summary

ING Hubs Poland is hiring! We are looking for you to learn about Credit Risk Modelling and ESG/Climate risk applications across financial risks, and to research methods from scientific papers and articles.

You will contribute to developing advanced credit risk models and innovative ESG/Climate risk estimation techniques, while pursuing a quantitative degree. You will analyze modelling methods, prepare code in SAS/R/Python, document analyses, and support learning sessions for conferences in an

Qualifications

• Academic degree in a quantitative field
• Knowledge of statistical and econometric methods
• Experience with SAS/R/Python
• Experience with databases and data preparation quality control

Responsibilities

• Research modelling methods and data for credit, climate and ESG risk
• Analyze and choose efficient modelling decisions
• Prepare codes that estimate risk levels
• Document analyses and interpret results
• Assist in preparing learning sessions and conference materials

Skills

Statistical methods

Econometrics

Probability theory

SAS

R

Python

Databases

Education

Quantitative field degree

Tools

SQL/databases

SAS

R

Python

Job description

ING Hubs Poland is hiring!

We are looking for you, if you:

• are eager to learn about Credit Risk Modelling, Climate/ESG risk applications in different kinds of financial risks,
• are keen on researching various methods, acquiring knowledge from scientific papers and articles,
• are pro-active, enjoy proposing new solutions,
• are willing to take part in challenging projects which focus on developing advanced credit risk models and innovative methods for the estimation of ESG/Climate risk levels,
• have/pursue an academic degree in quantitative field,
• have sound knowledge of statistical and econometric methods, probability theory,
• code in SAS/R/Python,
• have some experience with databases, data preparation and data quality control.

English level: B2/C1

You’ll get extra points for:

• knowledge of the basics of Credit Risk, ESG, Physical/Transition Climate risk,
• knowledge of Machine Learning methods,
• FRM/SCR certification or the interest in obtaining it,
• ability to use version control systems,
• familiarity with Agile/Scrum.

Your responsibilities:

• researching modelling methods and data that could be utilised for credit, climate and ESG risk purposes,
• analysing and choosing most efficient modelling decisions,
• preparing codes that will estimate risk levels,
• documenting performed analyses and interpreting their results,
• assisting in preparation of learning sessions and materials for conferences.

Information about the team:

The Model Development department is responsible for the development of risk models at ING. Our teams, next to being a center of excellence for credit risk regulatory and non-regulatory models is engaging in ESG/Climate Risk innovative projects and initiatives.

In our daily activities we follow the Agile approach and mindset, we use Scrum. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.

The role naming convention in the global ING job architecture will be "Intern I".