Senior Credit Risk Model Developer – IFRS9/IRB, Hybrid

ing; Warszawa; Hybrid; PLN 107,000 - 201,000; Full time

Job summary

ING Hubs Poland is expanding its Retail Credit Risk Model Development team in Warsaw. We seek a 'Model Developer III' with 3+ years in quantitative risk modelling to shape credit risk models across jurisdictions.

You will work in agile squads in a diverse, international environment, using SAS, Python or R on large datasets, with knowledge of Basel AIRB and IFRS9.

The role offers a hybrid model with up to 75% remote work and the Warsaw office as needed.

Qualifications

• You have +3 years of experience in quantitative risk modelling.
• You have academic or professional experience in statistics, econometrics, data science, or financial engineering.
• You are familiar with Basel (AIRB) and IFRS9, or eager to learn in this space.
• You work well in agile squads and with large datasets using SAS/Python/R.

Skills

Quantitative risk modelling

Cross-functional collaboration

Communication skills

Education

Statistics / Econometrics / Data Science / Financial Engineering

Tools

SAS

Python

R

Job description

ING Hubs Poland is expanding its Retail Credit Risk Model Development team in Warsaw. We seek a 'Model Developer III' with 3+ years in quantitative risk modelling to shape credit risk models across jurisdictions.

You will work in agile squads in a diverse, international environment, using SAS, Python or R on large datasets, with knowledge of Basel AIRB and IFRS9.

The role offers a hybrid model with up to 75% remote work and the Warsaw office as needed.