Credit Risk Modeler
2 giorni fa
Pavia, Lombardia, Italia
ING Banking
Tempo pieno
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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
* 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