Opis stanowiska
Czym będziesz się zajmować?
- Contribute to credit risk model design, coding and testing, regulatory submissions and internal reviews.
- Lead AIRB and IFRS9 model monitoring and parameter development, depending on seniority.
- Coordinate with validation and audit teams and ensure compliance with regulatory standards.
- Lead model development, mentor junior staff and represent the team in regulatory discussions at expert level.
- Lead complex projects and engage senior stakeholders across risk, finance and compliance at senior expert level.
- Work in a hybrid model with access to the Warsaw office.
Kogo poszukujemy?
Key requirements:
- At least 3 years of experience in quantitative risk modelling.
- Academic or professional experience in statistics, econometrics, data science or financial engineering.
- Familiarity with Basel AIRB and IFRS9 or willingness to learn.
- Comfort with SAS, Python or R and experience or interest in large datasets.
- Clear communication, thorough documentation and collaboration in cross-functional agile teams.
- Hands-on development, monitoring or validation of AIRB or IFRS9 models.
- Knowledge of banking portfolios and the credit risk model lifecycle.
- Familiarity with ECB, EBA or local regulatory expectations.
- Ability to explain complex concepts to non-technical stakeholders.
- FRM, PRM or CFA certification.
Czego wymagamy?
3 lata doświadczenia na podobnym stanowisku
Znajomości:
- Modelowanie ryzyka kredytowego
- Komunikacja
- Praca zespołowa
- Dokumentacja projektowa
- Statistics
- Ekonometria
- Data science
- Inżynieria finansowa
- SAS
- Python
- R
- Agile
- Polski
- Angielski
Jakie warunki i benefity otrzymasz?
- 10k–28k PLN brutto/m (Umowa o pracę)
- Umowa o pracę - Elastyczne godziny pracy (100%)
- Praca zdalna: Hybrydowo
Kim jesteśmy?
We’re one of ING's global competence centres. We improve global banking by designing and delivering technological and operational solutions, with end-to-end expertise. Our offices are located in Katowice and Warsaw.
For over 20 years we’ve been taking up challenges and proving that we’re a trustworthy competence centre. Most people fail to see how heavily modern, digital banking relies on technology and people. This is where we step in. We’re experts growing the differnce and providing the bank with essential — and often unnoticed — solutions. We focus mainly on technology, cybersecurity, financial and non-financial risk, and compliance.
But our company is, above all, about people who create a unique atmosphere based on relations. We act together, we inspire and support each other in achieving our goals. Join our vibrant community!