Financial Risk - Quantitative Credit Risk Specialist

ING

Vacature informatie

Organisatie: ING

Locatie: Amsterdam

Opleidingsniveau: WO

Arbeidsvoorwaarden: Marktconform

Solliciteren

Predictive Analytics is the chapter responsible for building, monitoring and implementing regulatory and non-regulatory Credit Risk models to support retail and business activities of ING DBNL.

As a predictive analytics chapter member, you will carry out a variety of work which includes model development and maintenance (statistical or machine learning) as well as business analysis, with a focus on using data-driven techniques.

Predictive Analytics is the chapter responsible for building, monitoring and implementing regulatory and non-regulatory Credit Risk models to support retail and business activities of ING DBNL.

As a predictive analytics chapter member, you will carry out a variety of work which includes model development and maintenance (statistical or machine learning) as well as business analysis, with a focus on using data

The core task is to make an analytical contribution in maintaining a healthy lending portfolio in the near and far future. Your role will be to:

  • Together with your squad members, deliver on the purpose and ambitions of your squad.
  • Ensuring stakeholders meet their business objectives
  • Using predictive and statistical modelling techniques to create custom scorecard solutions, including sample design, performance analysis, population split analysis, and reject inference
  • Develop analytical methods to monitor the credit risks in the portfolio.
  • Support in model development of regulatory models for IRB-modelling (PD, LGD and EAD).
  • Forecasting and describing developments in provisions, risk costs, RWA and arrears are important components.
  • Collaborating with Risk managers within the department to develop and validate an adequate credit risk policy.
  • Collaborating with the front office, as well as the ING Group Risk and Finance departments, to align the various interests and to exchange knowledge.
  • Collaborating with IT system owners, to ensure adequate data/platform management.
  • Work according to ING’s one Way of Working (agile WoW)

Skills required

  • More than 5 years of experience in Credit Risk Modelling, including relevant experience in IRB modelling
  • Deep knowledge of quantitative methods and techniques, experience with Data Science and Machine Learning combined with business knowledge of Credit Risks.

What we offer

  • 36/40 hours
  • Job scale 12
  • A challenging work environment and future career opportunities within ING
  • Working with your own laptop and flexible workspaces.

Interested?

Apply directly online, click on Apply for this job. For further inquiries, please contact Maxence Lavallé (Maxence.lavalle@ing.nl) .We are looking forward to your application! For more information on vacancies please check www.ing.jobs/Nederland

Vacature informatie

Organisatie: ING

Locatie: Amsterdam

Opleidingsniveau: WO

Arbeidsvoorwaarden: Marktconform

Solliciteren

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