Credit Risk Modelling - Junior Specialist [rekrutacja online]

Credit Risk Modelling - Junior Specialist [rekrutacja online]
Miejsce pracy: Warszawa
Numer referencyjny: MB/SST/RMD/CRM/BP/ER/23029
We are looking for you:
  • If you have an academic degree (BSc or MSc) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field
  • If you have sound knowledge of statistical modelling and econometric methods
  • If you have experience with statistical programming (e.g. Python, SAS)
  • If you have communication and presentation skills, advanced level of English (C1 or above)
Youll get extra points for
  • Knowledge and experience with credit risk model development or validation, regulatory (Basel/IRB, IFRS9) or non-regulatory (e.g. credit approval models) or modelling of recovery processes
  • Knowledge of financial regulation (Basel, EBA, IFRS9)
  • Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, etc.
  • Experience with databases, data modelling, data preparation and data quality control is considered a plus
  • Professional certification FRM/PRM/CFA or CQF
Additional skills
  • Strong analytical and problem-solving capabilities
  • Independent, creative and pro-active mind-set
Information about the squad


At ING Tech Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees have, 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 Financial Risk Model Development department is an international team of 200 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. To further strengthen and develop the modelling capabilities, ING decided to setup Risk Hub Warsaw. The Risk Hub Warsaw model development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam. The developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management units within ING. As a specialist in credit risk modelling, you will be given the opportunity to gain further experience in credit risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.

  • contract of employment
    type of contract
  • Flexible working hours 8-18 (8 hours per day)
    work hours
  • Zajęcza 4, Warszawa
    this is the location of our office
Working per task
25%- Developing, improving, analysing and documenting credit risk models
25%- Advising management about modelling topics
25%- Monitoring of internal models, backtesting and benchmarking
25%- Improving model development methodology
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
We kindly inform you that we will get in touch only with the chosen candidates.

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