Senior Credit Risk Model Validator - IRB/IFRS9 Expert

ING Hubs Poland; Województwo mazowieckie; On-site; PLN 193,000 - 312,000; Full time

Job summary

ING Hubs Poland is seeking a Senior Specialist for Credit Risk Model Validation to join our Risk Hub. The role focuses on validating regulatory models (IRB), IFRS 9 provisions and innovative decision models across portfolios and countries, as part of a central risk team in Amsterdam alignment.

The candidate will operate within an Agile environment and contribute to model understanding and improvement. The position requires a MSc/PhD in a quantitative field, at least 3 years of credit risk

Qualifications

• Degree (MSc or PhD) in a quantitative/numerical field.
• Minimum 3 years’ experience with credit risk models.
• Knowledge of IRB and/or IFRS9 models and regulations.
• Knowledge of statistical tools and modelling techniques.
• Extensive programming experience in SAS or similar language.

Responsibilities

• Assess credit risk models (50%).
• Create high-quality validation reports (30%).
• Collaborate with model owners and other stakeholders (10%).
• Improve tools and products, and coordinate activities and deliverables (10%).

Skills

Credit risk modelling

IRB IFRS9 knowledge

Statistical modelling

SAS programming

Education

MSc/PhD in quantitative field

Tools

SAS or similar

Job description

ING Hubs Poland is seeking a Senior Specialist for Credit Risk Model Validation to join our Risk Hub. The role focuses on validating regulatory models (IRB), IFRS 9 provisions and innovative decision models across portfolios and countries, as part of a central risk team in Amsterdam alignment.

The candidate will operate within an Agile environment and contribute to model understanding and improvement. The position requires a MSc/PhD in a quantitative field, at least 3 years of credit risk