Senior IFRS9 Credit Risk Model Developer (SAS/Python)

ing; Warszawa; Hybrid; PLN 79,000 - 201,000; Full time

Job summary

ING Hubs Poland is seeking a Model Developer III to lead IFRS9 models development and maintenance. You will collaborate with stakeholders across ING’s European locations, handling data preparation, model validation, and regulatory compliance.

Experience in SAS/Python and a quantitative degree are required. The role supports a hybrid work model and offers exposure to diverse portfolios within a global risk management function.

Qualifications

• Requires at least 3 years of experience with expert-based and statistical IFRS9/IRB models' development/maintenance/validation.
• Strong knowledge of IFRS 9 and/or EBA AIRB regulations.
• Experience with databases, data preparation and data quality control.
• Solid understanding of statistical inference and econometric methods.
• Academic degree in a quantitative field.
• Proficiency in SAS and Python.
• Excellent English communication (B2/C1).

Responsibilities

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

Skills

IFRS9/IRB models

SQL/Databases

Data preparation

Econometrics

Quantitative degree

SAS/Python

English (B2/C1)

Education

Quantitative degree

Tools

Git/Copilot

Job description

ING Hubs Poland is seeking a Model Developer III to lead IFRS9 models development and maintenance. You will collaborate with stakeholders across ING’s European locations, handling data preparation, model validation, and regulatory compliance.

Experience in SAS/Python and a quantitative degree are required. The role supports a hybrid work model and offers exposure to diverse portfolios within a global risk management function.