Huidige banen gerelateerd aan Quantitative Model Risk Analyst - Amsterdam, Noord-Holland - ING
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Amsterdam, Noord-Holland, Nederland ING VoltijdJob Title: Model Risk SpecialistWe are seeking a highly skilled Model Risk Specialist to join our Predictive Analytics team within the Integrated Risk Department (IR) at ING DBNL.About the TeamThe IR team is a dynamic and collaborative group of professionals who work together to develop and maintain credit risk models that support ING's business...
Quantitative Model Risk Analyst
2 maanden geleden
We are seeking a highly skilled Quantitative Model Risk Specialist to join our Predictive Analytics team within the Integrated Risk Department (IR) at ING DBNL.
About the RoleThe IR team is responsible for developing and managing regulatory and non-regulatory Credit Risk models using state-of-the-art modeling methods, tooling, and data processing technologies. As a Quantitative Model Risk Specialist, you will play a key role in maintaining a healthy lending portfolio by developing and maintaining models for measuring and managing credit risk.
Key Responsibilities- Develop and maintain models for measuring and managing credit risk for Dutch Portfolio.
- Model development of regulatory models for IRB-modelling.
- Forecasting and describing developments in provisions, risk costs, RWA and arrears.
- Model development for credit decision models, in life management models (EWS).
- Delivery of bank-wide ESG strategy and supporting managing and analysing ESG risk.
- Supporting ING Bank Netherlands new products, processes via measuring credit risk adequately and support decision making.
- Collaborating with Risk managers within the department to develop and validate an adequate credit risk policy.
- Collaborating with the front office, as well as the ING Group Risk and Finance departments, to align the various interests and to exchange knowledge.
- Collaborating with IT system owners, to ensure adequate data/platform management.
- More than 5 years of experience in Credit Risk Modelling, including relevant experience in IRB modelling and/or Credit Decision modelling.
- Deep knowledge of quantitative methods and techniques, experience with Data Science and Machine Learning combined with business knowledge of Credit Risks.
- MSc degree or PhD in mathematics, physics, econometrics.
- Experience with development of (credit) (risk) models.
- Excellent knowledge of statistics and/or mathematics.
- Excellent knowledge of programming, preferably in SAS Base, SAS Macro Language, SQL, VBA and Python.
- Experience with risk modeling and business tooling, specifically SAS EG, MS Access, MS Excel, SharePoint.
- Experience with (central) data gathering and processing.
- Knowledge of banking and financial industry, financial and lending products, and processes.
- Experience in being a sparring partner/advisor to senior management.
- You have strong analytical and problem-solving execution skills.
- Excellent communication skills writing and reporting in English & Dutch.
- Hybrid working mode (flexible working from home and office).
- A salary tailored to your qualities and experience.
- 24-27 vacation days depending on the contract.
- Pension scheme.
- 13th-month salary.
- Individual Savings Contribution (BIS), 3.5% of your gross annual salary.
- 8% Holiday payment.
- Personal growth and challenging work with endless possibilities.
- An informal working environment with innovative colleagues.
- Work Agile, so new ideas come to life faster.
