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- 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
- At least 3 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
- Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, etc.
- Knowledge of AIRB/IFRS9 regulations
- Familiarity with version control systems (e.g. GIT)
- Communication and presentation skills, English at B2 or above level
- Strong analytical and problem-solving capabilities
- Independent, creative and pro-active mind-set
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
- Zajęcza 4, Warsaw
this is the location of our office
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations