Quantitative Model Risk Analyst

1 maand geleden


Amsterdam, Noord-Holland, Nederland ING Voltijd
Job Title: Model Risk Specialist

We 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 Team

The 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 strategy.

  • Develop and maintain credit risk models 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 analyzing 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.
Requirements
  • More than 5 years of experience in Credit Risk Modeling, including relevant experience in IRB modeling and/or Credit Decision modeling.
  • 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.
What We Offer
  • 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.


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We at ING seek an experienced Quantitative Model Risk Analyst to join our Predictive Analytics team. Your role will be to maintain a healthy lending portfolio by developing and maintaining credit risk models for Dutch Portfolio, forecasting provisions, risk costs, RWA, and arrears.Key ResponsibilitiesDevelop and maintain models for measuring and managing...


  • Amsterdam, Noord-Holland, Nederland Vye Professionals | Experts in Quants Voltijd

    Job OverviewAs a senior quantitative risk analyst, you will be responsible for delivering key project goals, coaching junior colleagues, and continuously improving our models. You will work closely with stakeholders to maximize the impact of your models.Key Responsibilities Lead one or more projects, focusing on advanced quantitative risk modeling techniques...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are looking for a skilled Quantitative Model Risk Analyst to strengthen our Predictive Analytics team within the Integrated Risk Department (IR).The IR team consists of enthusiastic colleagues who collaborate to combine and share knowledge, leading to:An economically justified credit risk policy (risk appetite).Effective strategic decision making via...

  • Quantitative Analyst

    1 maand geleden


    Amsterdam, Noord-Holland, Nederland ING Voltijd

    Pricing Model Validation Quantitative AnalystING is seeking a highly skilled Quantitative Analyst to join our Pricing Model Validation team. As a key member of this team, you will be responsible for analyzing and validating derivative pricing models used by ING in the financial markets.Key Responsibilities:Analyze and validate derivative pricing models to...

  • Quantitative Risk Analyst

    4 weken geleden


    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleThe Regulatory Model Management department at ABN AMRO Bank is seeking a skilled Quantitative Risk Analyst to join their team. As a Junior Regulatory Specialist, you will play a key role in translating the bank's business strategy into the model landscape.Key ResponsibilitiesProvide advice on the design or selection, implementation, oversight...


  • Amsterdam, Noord-Holland, Nederland Vye Professionals | Experts in Quants Voltijd

    About the CompanyVye Professionals | Experts in Quants is a leading provider of quantitative talent to the financial industry. Our team of experts is dedicated to delivering high-quality solutions that meet the evolving needs of our clients.About the JobWe are seeking a highly skilled Quantitative Risk Model Validator to join our team. As a key member of our...


  • Amsterdam, Noord-Holland, Nederland Vye Professionals | Experts in Quants Voltijd

    About this Role:We are seeking a highly skilled Senior Quantitative Risk Analyst to join our team at Vye Professionals | Experts in Quants.Key Responsibilities:As a Senior Quantitative Risk Analyst, you will be responsible for delivering important project goals, coaching junior colleagues, and continuously improving our models. You will work in close...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a highly skilled Quantitative Risk Modeling Expert to join our Predictive Analytics team at ING.Role and ResponsibilitiesThe successful candidate will be responsible for developing and maintaining models for measuring and managing credit risk, as well as forecasting and describing developments in provisions, risk costs, RWA, and...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    Pricing Model Validation is an international team of highly qualified professionals responsible for the validation of derivative pricing models traded in the financial markets. As a Quantitative Analyst, you will be part of a global cross-asset team covering all derivatives traded by ING around the world.Key ResponsibilitiesAnalyse derivatives pricing...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We at ING are seeking a highly skilled Quantitative Model Risk Expert to strengthen our Predictive Analytics team. As a key player in the Integrated Risk Department, you will be responsible for developing and maintaining credit risk models that support our business strategy.Job DescriptionAs a Quantitative Model Risk Expert, you will be part of a dynamic...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    Pricing Model Validation is a critical function within ING, responsible for ensuring the accuracy and reliability of derivative pricing models. As a Quantitative Analyst in this team, you will play a key role in analyzing and validating these models, identifying potential risks and limitations, and developing alternative pricing models to mitigate these...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Specialist to join our Predictive Analytics team within the Integrated Risk Department.The team is responsible for developing and managing regulatory and non-regulatory Credit Risk models using state-of-the-art modelling methods, tooling, and data processing technologies.The successful...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    Lead Quantitative Risk Model Development for ABN AMROThe successful candidate will be responsible for leading a team of 10 FTE in redeveloping credit risk models for various lending portfolios of the bank. This role plays a central part in shaping ABN AMRO's risk model landscape, one of the major challenges in the bank's risk management. As the team lead,...

  • Quantitative Analyst

    3 weken geleden


    Amsterdam, Noord-Holland, Nederland ING Voltijd

    ING is looking for a highly skilled Quantitative Analyst - Model Validation Expert to join their team in Amsterdam.In this role, you will be responsible for performing validation of pricing models, analyzing model suitability and its shortcomings, and making final judgments on the quality of the models. You will also manage a team of quants, review their...

  • Quantitative Risk Modeler

    4 weken geleden


    Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a highly skilled Quantitative Risk Modeler to join our team at ING. As a Quantitative Risk Modeler, you will be responsible for developing and implementing risk models for the Trading Book. This includes developing methodologies for valuation adjustment models, trading risk models, and counterparty credit risk models.Key...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a Quantitative Model Risk Consultant to strengthen our Predictive Analytics team within the Integrated Risk Department (IR).The IR team consists of enthusiastic colleagues who collaborate to combine and share knowledge, leading to:An economically justified credit risk policy (risk appetite).Effective strategic decision making via...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleThis is a key leadership position in our Risk Modelling team, responsible for leading the redevelopment of credit risk models for various lending portfolios. As a seasoned expert in quantitative risk management, you will oversee a team of professionals to deliver high-quality models that meet regulatory requirements and business standards.Key...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    As a member of the international Pricing Model Validation team at ING, you will play a vital role in ensuring the accuracy and reliability of our derivative pricing models. The team is responsible for validating the mathematical models used to price derivatives traded globally, and we are looking for a skilled Quantitative Analyst to join our ranks.Key...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a highly skilled Quantitative Model Risk Specialist to join our Predictive Analytics team within the Integrated Risk Department (IR).The IR team consists of enthusiastic colleagues who collaborate to combine and share knowledge, leading to:An economically justified credit risk policy (risk appetite).Effective strategic decision making via...

  • Quantitative Risk Analyst

    3 weken geleden


    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    Your role in Risk Data and AnalyticsThe Regulatory Model Management department is a growing international team that forms part of the Risk Data and Analytics department. As a key player, you will contribute to ensuring that the bank makes informed, data-driven decisions.About the jobWe are seeking a skilled Junior Regulatory Specialist to participate in...