Senior IFRS9 Credit Risk Model Developer (Hybrid)

ING; Województwo pomorskie; Hybrid; PLN 79,000 - 246,000; Full time

Job summary

ING Hubs Poland seeks a Model Developer to join the Retail Credit Risk Model Development team, focusing on IFRS9/IRB model development, maintenance and validation for ING portfolios. You will collaborate with stakeholders across ING's Europe-wide locations and departments, handling data preparation, quality control and methodological work, in a hybrid working setup in Poland.

The role also offers exposure to regulatory and accounting models and opportunities to grow in a multinational

Qualifications

• At least 3 years of experience with IFRS9/IRB models development/maintenance/validation.
• Knowledge of IFRS 9 standard and/or EBA AIRB regulations.
• Experience with databases, data preparation and data quality control.
• Knowledge of statistical inference and econometric methods.
• Degree in a quantitative field.
• Proficient in SAS/Python.
• Excellent English communication (B2/C1).

Responsibilities

• Develop and maintain IFRS9 models for ING portfolios.
• Interact with stakeholders from ING across Europe-wide locations, departments and ranks.

Skills

IFRS9/IRB models

IFRS 9 / EBA AIRB regulations

Data preparation & data quality

Statistics & econometrics

Quantitative degree

SAS / Python coding

English communication (B2/C1)

Education

Quantitative field degree

Tools

SAS

Python

Git

Copilot/GitHub

Job description

ING Hubs Poland seeks a Model Developer to join the Retail Credit Risk Model Development team, focusing on IFRS9/IRB model development, maintenance and validation for ING portfolios. You will collaborate with stakeholders across ING's Europe-wide locations and departments, handling data preparation, quality control and methodological work, in a hybrid working setup in Poland.

The role also offers exposure to regulatory and accounting models and opportunities to grow in a multinational