Credit Risk Modeler
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In this role you will develop and maintain credit risk models for ING Wholesale Banking, guiding front office decisions and collaborating with regulators. You join a global, agile model development team to improve measurement and monitoring of risk across products and regions. You will apply ING standards to calibrate models and contribute to IFRS 9 and Basel concepts. This is a hands-on, analytics-driven position with opportunities to broaden modelling and coding skills in a dynamic environment.
Responsabilità- Develop and maintain credit risk models for Wholesale portfolios
- Calibrate models and apply ING modelling standards
- Advise front office on credit risk decisions
- Interact with regulators on model design, usage, and submissions
- Lead discussions on model changes and implementations
- Improve measurement and monitoring of existing models
- Ensure models cover multiple products and regions in ING Bank's portfolio
- 4+ years developing and monitoring regulatory Wholesale Banking Credit Risk Models
- MSc or PhD in econometrics, physics, statistics, or mathematics
- Strong Basel and IFRS 9 knowledge
- Experience in developing expert-based or statistical credit risk models
- Extensive experience with data modelling software / coding (C++, Java, Python, R, SAS)
- Sparring partner/advisor to Senior Management
- Strong analytical, problem-solving, communication, and execution skills
- Creative, proactive mindset and willingness to challenge the status quo
- Team player
- Fluent in English
- analytical thinking
- problem-solving
- clear communication
- Basel
- IFRS 9
- credit risk modelling