Senior Model Developer
Core
Developing credit risk models (Pillar I and Pillar II), ESG risk models, and stress testing for ING's Corporate Lending activities.
Role type
Senior IC quantitative model developer
Builds
Production credit and ESG risk models integrated with Group model development teams
Domain
Banking / Credit Risk / ESG Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modeling (AIRB, IFRS9), ESG risk modeling, regulatory framework knowledge (Basel, ECB, EBA), data modeling, Python, R, SAS, GenAI tools
Preferred skills
Experience with supervisory authorities (ECB, TRIM missions), internal/external audit interactions, portfolio analysis
Technologies
Python, R, SAS, GenAI tools
Responsibilities
Define and apply model development methodologies, collect and analyze data, calibrate and document models, coordinate testing and validation, collaborate with front office and risk management, perform portfolio and deep-dive analyses
Seniority
Senior, hands-on IC