Risk Model Strategist
3 dagen geleden
About the Role
">We are seeking an experienced Risk Model Strategist to join our team in the Netherlands. As a key member of our Predictive Analytics team, you will play a crucial role in developing and maintaining credit risk models for Dutch Portfolio.
">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 etc.)">
- 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">
- Work according to ING's one Way of Working (agile Wo W)">
Requirements
">To succeed in this role, you should have:
">- ">
- 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 Ph D in e.g. 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, Share Point">
- 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">
Salary and Benefits
">We offer a competitive salary range of €70,000 - €100,000 per year, depending on your qualifications and experience. Additionally, you will receive:
">- ">
- A hybrid working mode with flexible working from home and office">
- A pension scheme">
- A 13th-month salary">
- An individual Savings Contribution (BIS), 3.5% of your gross annual salary">
- 8% Holiday payment">
- 24-27 vacation days depending on the contract">
- Personal growth and challenging work with endless possibilities">
- An informal working environment with innovative colleagues">
- Work Agile, so new ideas come to life faster">
About 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.
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