Credit Risk Modeler

20 ore fa

pavia, lombardia, Italia ING Banking Tempo pieno
Overview

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
Requisiti fondamentali
  • 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