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Credit Risk Methodology & Model Monitoring Specialist in Warsaw – focus on IRB/IFRS9 model monitoring.

Join ING Hubs Poland and work on model development, monitoring, and compliance with IFRS9 standards.

ING Hubs Poland is hiring!

The expected salary for this position:

Junior Specialist: 10 000 - 11 000 PLN

Specialist: 12 000 - 14 000 PLN

Senior Specialist: 15 000 - 19 000 PLN

Expert: 20 000 - 24 000 PLN

Senior Expert: 25 000 – 29 000 PLN

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

We are looking for you, if you:

Have MSc in mathematics, econometrics, statistics or a similar quantitative field ,
Have sound knowledge of statistical inference, econometric methods, and statistical programming
Have an ability to clearly and succinctly express yourself,
Have an ability to identify problems, analyzing key information and making connections, to find appropriate structural solutions,
Complete tasks and achieve results in an efficient, timely, and high-quality manner, with a focus on execution and delivery of targets and KPIs.
English level - C1.

Additionally, we expect from you the following background depending on the level of experience:

Senior Specialist

Have at least 3 year of experience with IRB/IFRS9 model development or at least 5 years of experience with IRB/IFRS9 model monitoring

Have good understanding of IFRS9/IRB standards implementation in the field of model development

Expert/Senior Expert

Have at least 6 years of experience with IFRS9/IRB standards interpretation and model development

Have extensive knowledge and good understanding of IFRS9/IRB standards implementation in the field of model development

You’ll get extra points for:

Experience in being a sparring partner/advisor to Senior Management,
Familiarity with best practices in coding / software development (release management, version control, testing, issue tracking),
Professional certification FRM/PRM/CFA

Your responsibilities:

Monitoring of IRB/IFRS9 models

Collaborate with an internal Model Validation Unit during model development, model monitoring, and review processes.

Write reports / model documentation.

Additional responsibilities depending on level of experience:

Senior Specialist

Leading monitoring of IRB/IFRS9 models

Work with IFRS9/IRB methodology in the following range:

Participating in shaping model and monitoring methodology for the whole ING Group

Translating methodology into functional specification for the purposes of the tools used for model development and monitoring within ING Group

Participating in building internal tools used for model development and monitoring

Participating in Development of IFRS9 models

Expert/Senior Expert

Leading Development of IFRS9 models

Shaping IFRS9 model development and monitoring methodology, including:

Adapting and implementing IFRS9 standard into model development and monitoring framework covering the whole ING Group model landscape

Reviewing and challenging IFRS9 model development and monitoring methodology, including its current implementation

Translating IFRS9 methodology into functional specification for the purposes of the tools used for model development and monitoring within ING Group

Participating in building internal tools used for IFRS9 model development and monitoring

Information about the team:

The Model Strategy and Monitoring team is located in Warsaw and Amsterdam and is a part of the Integrated Risk Oversight area. The team is responsible for model lifecycle management frameworks for IRB and IFRS9 models for the whole ING Group. The role naming convention in the global ING job architecture will be "Model Developer II, III or IV".