Quantitative Risk Modeling Expert

5 uur geleden


Amsterdam, Noord-Holland, Nederland ING Voltijd

We are seeking a highly skilled Quantitative Risk Modeling Expert to join our Predictive Analytics team at ING.

Role and Responsibilities

The successful candidate will be responsible for developing and maintaining models for measuring and managing credit risk, as well as forecasting and describing developments in provisions, risk costs, RWA, and arrears.

  • Develop and maintain models for Dutch Portfolio credit risk measurement and management.
  • Model development for IRB-modelling and regulatory requirements.
  • Forecasting and analyzing trends in provisions, risk costs, RWA, and arrears.

The ideal candidate will have a strong analytical background, with experience in credit risk modeling, including IRB modeling and/or credit decision modeling. A Master's degree or PhD in mathematics, physics, or econometrics is required, along with excellent knowledge of statistics and programming languages such as SAS, Python, and SQL.

Requirements
  • More than 5 years of experience in Credit Risk Modelling.
  • Deep knowledge of quantitative methods and techniques, experience with Data Science and Machine Learning combined with business knowledge of Credit Risks.
  • Excellent knowledge of statistics and/or mathematics.
  • Excellent knowledge of programming, preferably in SAS Base, SAS Macro Language, SQL, VBA, and Python.
Benefits

We offer a competitive salary of approximately €90,000 - €120,000 per year, depending on qualifications and experience. Other benefits include:

  • Hybrid working mode (flexible working from home and office).
  • Pension scheme.
  • 13th-month salary.
  • Individual Savings Contribution (BIS), 3.5% of your gross annual salary.
  • 8% Holiday payment.


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