Senior IRB/IFRS9 Risk Modelling Specialist

ING Hubs Türkiye; Warszawa; Vor Ort; PLN 107.000 - 201.000; Vollzeit

Zusammenfassung

ING Hubs Poland is seeking a Financial Risk Specialist III to monitor and calibrate IRB/IFRS9 models within a global banking framework. You will collaborate with the Model Validation Unit and translate methodologies into actionable specifications for development tools.

The role demands strong quantitative expertise, IFRS9/IRB experience, and clear communication. Aiming to leverage insights to support risk governance across ING Group.

Qualifikationen

• MSc in mathematics, econometrics, statistics or similar quantitative field.
• Solid knowledge of statistical inference, econometric methods, and statistical programming.
• Experience with IFRS9/IRB implementation in model development.

Aufgaben

• Monitoring of IRB/IFRS9 models
• Collaborate with an internal Model Validation Unit during model development, model monitoring, and review processes
• Participate in IRB/IFRS9 model calibration/development
• Write reports / model documentation
• Work with IFRS9/IRB methodology in the following range: shaping model and monitoring methodology for ING Group
• Translating methodology into functional specification for tools used in model development and monitoring within ING Group
• Participating in building internal tools used for model development and monitoring.

Kenntnisse

MSc in quantitative field

Statistical inference

Econometric methods

Statistical programming

IFRS9/IRB knowledge

Communication

Problem solving

Delivery & execution

English (C1)

Ausbildung

MSc in mathematics, econometrics, statistics or similar

Tools

Statistical programming tools

IFRS9/IRB tooling

Jobbeschreibung

ING Hubs Poland is seeking a Financial Risk Specialist III to monitor and calibrate IRB/IFRS9 models within a global banking framework. You will collaborate with the Model Validation Unit and translate methodologies into actionable specifications for development tools.

The role demands strong quantitative expertise, IFRS9/IRB experience, and clear communication. Aiming to leverage insights to support risk governance across ING Group.