Huidige banen gerelateerd aan Quantitative Model Risk Analyst - Amsterdam, Noord-Holland - ING
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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 TeamThe IR team is a dynamic and collaborative group of professionals who work together to develop and maintain credit risk models that support our business objectives. Our team is responsible for:
- Developing and maintaining credit risk models that accurately reflect the risks associated with our lending portfolio.
- Collaborating with risk managers and other stakeholders to ensure that our credit risk policy is aligned with our business objectives.
- Providing analytical support to senior management to inform their decision-making.
As a Quantitative Model Risk Specialist, you will be responsible for:
- Developing and maintaining credit risk models using advanced statistical and machine learning techniques.
- Collaborating with data scientists and other stakeholders to ensure that our models are accurate and reliable.
- Providing analytical support to senior management to inform their decision-making.
To be successful in this role, you will need:
- At least 5 years of experience in credit risk modeling, including experience with IRB modeling and credit decision modeling.
- Deep knowledge of quantitative methods and techniques, including data science and machine learning.
- Excellent knowledge of programming languages, including SAS, Python, and R.
- Experience with risk modeling and business tooling, including SAS EG, MS Access, and MS Excel.
We offer a competitive salary and benefits package, including:
- 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.
If you are a motivated and experienced professional looking for a new challenge, please submit your application, including your resume and a cover letter, to [insert contact information].