Credit Risk Modeller Wholesale

Organisatie
ING
Locatie
Amsterdam
Opleidingsniveau
WO
Arbeidsvoorwaarden
Marktconform
Vakgebieden

Credit Risk Modeller Wholesale

The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading risk, and economic capital models for ING. Model Development consists of over 250 highly specialized colleagues who are passionate about developing the best possible models to quantify the risk undertaken by ING. Our ambition is to redevelop all risk models for ING in the next few years. If you like developing models and the intellectual challenges that come with it, there is no better time to join Model Development. We are also developing new standards, systems, methods, and concepts along the way.

We are looking for new colleagues in the Credit Risk Model Development team who enjoy developing models for the Wholesale market .These models are core to the success of ING as our models are used to manage our Wholesale lending activities.

What you'll do

  • You will play a crucial role in the development and maintenance of models for measuring and managing credit risk for Wholesale portfolios, as well assteering and advising the front office colleagues when taking credit risk decisions.
  • You will take responsibility for developing and calibrating credit risk models by applying ING’s modelling standards. The models that you develop will cover all products and geographical regions in the ING Bank portfolio.
  • In addition to the modelling activities, you will also be responsible for further improving the measurement and monitoring of existing models.

Who we are looking for

  • You have an academic degree (MSc or PhD), preferably in econometrics, physics, statistics, or mathematics
  • You have good knowledge of Basel and IFRS 9 models and experience in developing expert-based or statistical credit risk models
  • You have extensive experience in using data modelling software/ or coding (C++, Java, Python, R, SAS)
  • You are a sparring partner/advisor to Senior Management
  • You have strong analytical, problem-solving, communication and execution skills
  • You have a creative and pro-active mind-set
  • You can challenge the status quo
  • You are a team player
  • You are fluent in English

What we offer

A job where you really can make a difference and impact for our Customers. Lending is key in financing enterprises and consumers. The models that you will develop will determine and measure risk and are key in all the decisions we make.

A job that provides you with lots of intellectual challenges that will boost your personal, professional, and career development.

Furthermore we provide:

  • 36 hours of 40 hours workweek
  • Flexible working hours and the possibility to work at home
  • 24 vacation days with a 36-hour working week. If you work 40 hours a week, you will receive 27 vacation days
  • A good salary tailored to your qualities and experience
  • Pension scheme
  • Support in case you need to relocate
  • Great international career opportunities
  • Personal growth and challenging work with endless possibilities to realize your ambitions

Questions?

Contact the recruiter attached to the advertisement for more information.Want to apply directly? Please upload your CV and motivation letter by clicking the “Apply” button.

About us

ING is a global bank with a strong European base. Our 53,000 employees serve around 38.4 million customers, corporate clients and financial institutions in over 40 countries.

Vacature informatie

Organisatie: ING

Locatie: Amsterdam

Opleidingsniveau: WO

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