Ekspert ds. walidacji modeli (Quantitative Expert) [rekrutacja online]

Ekspert ds. walidacji modeli (Quantitative Expert) [rekrutacja online]
Miejsce pracy: Warszawa
Numer referencyjny: /MB/RH/KG7986
We are looking for you if
  • A degree (MSc or PhD) in a quantitative/numerical field
  • Extensive programming experience in SAS or similar language
  • Knowledge of statistical tools and modelling techniques
  • Minimum of 5 years’ experience with credit risk models
  • Knowledge of both IRB or IFRS9 models and regulation
  • An analytical and critical attitude
  • Ability to train junior team members
You will score extra point for
  • Knowledge of underwriting models or early-warning systems
Additional skills
  • Ability to work on multiple projects simultaneously
  • Positive constructive mind-set
  • Excellent communication skills in English
  • Ability to write clear reports
  • Ability to work in small teams
  • Work independently
How we work


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.

 

Risk Hub Warsaw was created as a part of central risk team currently located in Amsterdam. In Warsaw we are building following chapters:

  • Data and analytical engineering
  • Credit Risk Modelling
  • ALM Modelling
  • Model Validation.
  • contract of employment
    type of contract
  • 9:00 - 17:00
    work hours
  • Zajęcza 4, Warszawa
    this is the location of our office
Scope of duties:

40%- perform assessment of credit risk models
20%- coach junior team members
20%- write high quality validation reports
10%- ongoing improvements and coordination
10%- interact with model 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.