Quantitative Modeling Expert for Credit Risk
3 dagen geleden
We are seeking a highly skilled Quantitative Modeling Expert to join our team at ING DBNL. As part of the Predictive Analytics team within the Integrated Risk Department, you will play a crucial role in developing and maintaining credit risk models.
The successful candidate will have a strong background in quantitative methods and techniques, with experience in IRB modeling and/or credit decision modeling. A Master's degree or PhD in mathematics, physics, or econometrics is required, as well as excellent knowledge of statistics and programming languages such as SAS, Python, and R.
Key responsibilities include:
- Developing and maintaining 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
- Delivery of bank-wide ESG strategy and supporting managing and analyzing ESG risk
- Collaborating with Risk managers within the department to develop and validate an adequate credit risk policy
We offer a competitive salary ranging from €80,000 to €120,000 per annum, depending on experience, plus benefits including hybrid working mode, pension scheme, 13th-month salary, individual savings contribution, and holiday payment. You will also have the opportunity to work in an innovative and informal environment with colleagues who are passionate about their work.
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Quantitative Risk Modeling Expert
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