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Quantitative Model Risk Analyst

2 maanden geleden


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

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 Team

The 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.
About the Role

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.
Requirements

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.
What We Offer

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.
How to Apply

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].