Expert in Credit Risk Modelling
1 week geleden
ING is seeking a highly skilled Financial Risk Modeller to join its team in the Financial Risk Model Development department.
The team is responsible for developing and maintaining financial risk models that empower ING's customers to stay ahead financially. The ideal candidate will have a strong affinity with credit risk modelling and experience in developing methodologies for credit risk models.
The successful candidate will play a crucial role in enabling the development and maintenance of models for measuring and managing risks, as well as guiding and advising model development colleagues.
Key responsibilities include:
- Developing methodology based on best practices, academic research, and extensive analysis of model-related regulatory frameworks
- Collaborating with colleagues to further develop and maintain financial risk models
- Steering and advising front office colleagues when taking financial risk decisions
- Testing and fine-tuning IFRS 9 methodologies
- Maintaining macro-economic data requirements and IFRS 9 model development tools
Requirements include:
- MSc degree or PhD in mathematics, physics, or econometrics
- Experience with development of credit risk models
- Excellent knowledge of statistics and/or mathematics
- Excellent knowledge of programming languages such as SAS, SQL, Python, or R
- 2+ years of experience with risk modelling
- Preferably experience in IFRS 9 model development
ING offers a dynamic and international work environment with opportunities for personal growth and challenging work. The company provides a competitive salary and benefits package, including a pension scheme, 13th month salary, and individual savings contribution.
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