Senior IRB/IFRS9 Model Developer

ing; Warszawa; Híbrido; PLN 107.000 - 201.000; Jornada completa

Descripción de la vacante

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.

Formación

• 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.

Conocimientos

Quantitative risk modelling

Cross-functional collaboration

Communication skills

Educación

Statistics / Econometrics / Data Science / Financial Engineering

Herramientas

SAS

Python

R

Descripción del empleo

ING Hubs Poland is hiring!

The expected salary for this position: 9600 - 18000 PLN

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

We are looking for you if:

• You are passionate about quantitative risk modelling, have +3 years of experience and want to shape the future of credit risk management in a leading international banking group.
• You have academic or professional experience in statistics, econometrics, data science, or financial engineering.
• You are familiar with regulatory frameworks such as Basel (AIRB) and IFRS9, or eager to learn and grow in this space.
• You enjoy working in diverse, cross-functional teams and thrive in a collaborative, international environment.
• You are comfortable with programming languages such as SAS, Python or R, and have experience (or interest) in working with large datasets.
• You communicate clearly, document thoroughly and enjoy collaborating in agile squads.

You’ll get extra points for:

• Hands-on experience in developing, monitoring, or validating AIRB or IFRS9 models.
• Knowledge of banking portfolios (retail, corporate, SME, etc.) and credit risk models' lifecycle.
• Familiarity with regulatory expectations from ECB, EBA, or local supervisors.
• Strong communication skills and ability to explain complex concepts to non-technical stakeholders.
• Professional certifications such as FRM, PRM or CFA.

Information about the team:

The Retail Credit Risk Model Development team is a center of expertise within ING Group, responsible for the development, enhancement and monitoring of regulatory and accounting models across multiple jurisdictions and portfolios.

We are transitioning from project-based setup to portfolio-oriented team, enabling deep collaboration with local entities across the Group. This structure offers a unique opportunity to work on international projects, gain exposure to diverse asset classes and model types and specialize in specific portfolios - making a tangible impact on the broader risk management function.

We work closely with business units, model validation, and regulatory affairs to ensure our models are robust, compliant, and fit-for-purpose. We value diversity, curiosity, and continuous learning. Whether you’re just starting your career or bringing years of experience, we offer a supportive environment where you can grow and make a real impact. We work in a hybrid model with up to 75% remote work. You’re always welcome to join us in our state-of-the-art Warsaw office whenever you prefer.

The role naming convention in the global ING job architecture will be "Model Developer III".