Senior Credit Risk Model Developer Wholesale
3 weken geleden
Are you an experienced credit risk modeler looking to drive innovation in the field of wholesale credit risk? Do you have a passion for developing and maintaining high-quality models that measure and manage credit risk for wholesale portfolios?
We're seeking a skilled credit risk modeler to join our team at ING Netherlands, where you'll play a crucial role in developing and maintaining models for measuring and managing credit risk.
As a credit risk modeler, you'll be responsible for developing and calibrating credit risk models by applying ING's modeling standards. Your models will cover all products and geographical regions in the ING Wholesale Bank portfolio. You'll also be responsible for further improving the measurement and monitoring of existing models.
Requirements
- Good knowledge of Basel and IFRS 9 models and experience in developing expert-based or statistical credit risk models.
- An academic degree (MSc or PhD), preferably in econometrics, physics, statistics, or mathematics.
- Extensive experience in using data modeling software or coding (SAS, Python, R).
- Strong communication skills to be a sparring partner or advisor to senior management.
A challenging role with opportunities for professional growth and development. A dynamic and innovative work environment with a team of passionate professionals. A competitive salary and benefits package, including a pension scheme, 13th month salary, and individual savings contribution.
We're committed to creating a work environment that's inclusive, diverse, and supportive. If you're passionate about credit risk modeling and want to make a real impact, we'd love to hear from you.
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