Credit Risk model developer

Deze vacature is niet meer vacant

ING DBNL is looking for a Quantitative Credit Risk Specialist to strengthen the Predictive Analytics team within the Credit Risk Management department (CRM).

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

Additionally, the management of risk costs within acceptable boundaries is a key activity of the department.

Job description

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:

  • Develop analytical methods to monitor the credit risks in the portfolio.
  • Support in model development of regulatory models for IRB-modelling.
  • 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)

Your work environment

The CRM team consists of enthusiastic colleagues who join forces and listen to each other in order to combine and share knowledge, leading to:

  • An economically justified credit risk policy (risk appetite).
  • A risk policy centralising the customers’ interest.
  • Meeting the internal and external guidelines.
  • A thriving work environment.

Your profile

  • MSc in Econometrics or similar.
  • An enthusiastic, flexible and creative team player with an analytical mindset.
  • Experience with SAS Enterprise Guide, Enterprise Miner and Python & SAS programming.
  • Affinity with data and IT systems is a must.
  • Excellent communication skills writing and reporting in English & Dutch.

Furthermore, you adhere to the ING values and it is evident for you that your behaviour is fully aligned with these values. You are also prepared to take the Banker's Oath. For more information, please visit

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 10
  • A challenging work environment and future career opportunities within ING
  • Working with your own laptop and flexible workspaces.


Apply directly online, click on Apply for this job. For further inquiries, please contact Maxence Lavallé. Please send your CV and motivation. We are looking forward to your application! For more information on vacancies please check

Vacature informatie

Organisatie: ING

Locatie: Amsterdam

Opleidingsniveau: WO

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