Credit Risk Modeller

1 settimana fa


Milano, Lombardia, Italia ING A tempo pieno
About the Role

ING is seeking a highly skilled Credit Risk Modeller to join our Wholesale Banking team. As a Credit Risk Modeller, you will play a crucial role in developing and maintaining models for measuring and managing credit risk for Wholesale portfolios.

Key Responsibilities
  • Develop and calibrate credit risk models by applying ING's modelling standards.
  • Interact with regulators regarding model design, use, and implementation.
  • Steer and advise front office colleagues on credit risk decisions.
  • Take responsibility for further improving the measurement and monitoring of existing models.
Requirements
  • Academic degree in econometrics, physics, statistics, or mathematics.
  • Good knowledge of Basel and IFRS 9 models and experience in developing expert-based or statistical credit risk models.
  • At least 4 years of relevant experience in developing and monitoring regulatory Wholesale Banking Credit Risk Models.
  • Extensive experience in using data modelling software or coding (C++, Java, Python, R, SAS).
  • Strong analytical, problem-solving, communication, and execution skills.
  • Fluent in English.
About ING

ING is a leading digital bank that offers a wide range of financial services. We are committed to empowering people to stay a step ahead in life and in business. Our purpose is to make banking frictionless to the world.

What We Offer
  • Competitive base salaries and performance-based bonuses.
  • Diverse cultures and innovative mindsets.
  • International environment.
  • Commitment to sustainability.
  • Lots of training and development opportunities.
  • Lots of moments dedicated to physical and mental well-being.


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