Credit Risk Model Validator
1 week geleden
ING is looking for experienced Risk Professionals. The Credit Risk Model Validation Team is an energetic international team of highly qualified professionals within the Model Risk Management department. This fast growing team is responsible for validating the risk models used by ING worldwide. We assure that models are appropriate for the intended use and compliant with internal policies and external regulations. Our goal is to increase the ING's understanding of a model's limitations & weaknesses and contribute to the ongoing model improvement and ensure the added value of models.
Roles and responsibilities
Validating risk models, including performing quantitative analyses Creating high quality validation reports that are read by e.g. senior management, CRO staff, audit and ECB Participating in meetings with model developers, senior management, internal & external audit and the European Central Bank Your model scope is broad and includes: Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models Credit Economic Capital model (INCAP) and the concentration Risk Framework Stress Testing framework Non-regulatory models such as underwriting models or early-warning systems. These models are used for measuring and managing Credit Risk at ING Bank. In particular, the models in scope are used for calculations of the Loan Loss Provisions (IFRS9) as well as the Economic and the Regulatory (Basel II) Capital. How to succeed? An academic degree (MSc or PhD) in Econometrics, Mathematics, Physics, Economics or another quantitative/numerical field A minimum of 5+ years related work experience with credit risk models (PD/LGD/EAD) Extensive knowledge in modelling/validation in either A-IRB or IFRS9 Programming experience in SAS or another similar programming language An independent, creative and pro-active way of working Critical but positive constructive mind-set A team player Excellent communication skills and ability to write clear reports in English. Rewards and benefitsWe want to make sure that it's possible for you to strike the right balance between your career and your private life. You can find out more about our employment conditions atThe benefits of working with us at ING include:
A salary tailored to your qualities and experience 24-27 vacation days depending on contractPension scheme13th month salaryIndividual Savings Contribution (BIS), 3.5% of your gross annual salary8% Holiday paymentHybrid working to blend home working for focus and office working for collaboration and co-creationPersonal growth and challenging work with endless possibilitiesAn informal working environment with innovative colleaguesAbout us
With 60,000 employees and operations in approximately 40 countries, there is no shortage of opportunities for people with initiative who want to help people take a step ahead in life and in business. Do you want to work at the cutting edge of what's possible and at the same time ensure you work with integrity and hold the customer's interests at heart? Do you want to be surrounded by progressive, inspiring, diverse and supportive colleagues? Then there is no better place to invest your talents than at ING. Join us. Apply today.
Questions?
Contact the recruiter attached to the advertisement for more information. Want to apply directly? Please upload your CV and motivation letter by clicking the "Apply" button.
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