Credit Risk Modelling Expert [rekrutacja online]

Credit Risk Modelling Expert [rekrutacja online]
Miejsce pracy: Warszawa
We are looking for you if
  • An academic degree in finance, (financial) mathematics, econometrics, statistics or a similar quantitative field
  • Sound knowledge of statistical inference and econometric methods
  • Familiarity with new definition of default
  • Knowledge of AIRB/IFRS9 regulations
  • At least 5 years of experience with:
    - development/monitoring/validation of IRB/IFRS9 models
    - with programming (e.g. Python, SAS)
    - databases, data modelling, data preparation and data quality control
You will score extra point for
  • Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, etc.
  • Familiarity with version control systems (e.g. GIT)
Additional skills
  • Communication and presentation skills, English at C1 or above level
  • Strong analytical and problem-solving capabilities
  • Independent, creative and pro-active mind-set
How we work


At ING Tech Poland we follow the Agile approach and mindset. We use flexible frameworks like Scrum at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working.

 

The main purpose of the squad that we are currently recruiting for is recalibration of our internal models (IFRS 9/IRB) according to the new definition of default. Since we are providing this service on the Group level, the project is enormous, covering several dozen rating systems. The challenge is at your fingertips!

 

  • contract of employment
    type of contract
  • 8:00-16:00
    work hours
  • Zajęcza 4, Warsaw
    this is the location of our office
Scope of duties
45%- Perform assessment of credit risk models
25%- Write high quality reports/maintain documentation
15%- Share knowledge and expertise with other team members
10%- Interact with stakeholders
Your development
  • professional development
  • certificates and knowledge development
  • training budget
  • access to the newest technologies
  • international projects
  • free English courses
Your health, well-being and family
  • provate medical care
  • 50% funded Multisport Card
  • bicycle parking
  • chillout rooms
  • integration events and Stay Fit program
Working conditiions
  • stability of employement
  • fully equipped workstations
  • kitchen
Uprzejmie informujemy, iż skontaktujemy się z wybranymi kandydatami.

Jeżeli w przyszłości, chciałbyś/chciałabyś brać udział w innych rekrutacjach prowadzonych przez ING Business Shared Services B.V. sp. z o.o. Oddział w Polsce z siedzibą w Katowicach, potrzebujemy Twojej dodatkowej zgody: „Wyrażam zgodę na przetwarzanie moich danych osobowych na potrzeby przeprowadzenia przyszłych rekrutacji.”

W przypadku wyrażenia zgody na przetwarzanie Twoich danych osobowych na potrzeby przyszłych rekrutacji informujemy, że będą one wykorzystywane przez okres 2 lat. Wszystkie informacje dotyczące przetwarzania Twoich danych osobowych znajdziesz tutaj.