Risk Model Oversight Expert
Core
Group-level expert overseeing regulatory credit risk models (IRB and IFRS 9), managing model changes, on-site inspections, and internal investigations while interacting with the ECB and external auditors.
Role type
Senior IC regulatory credit risk model oversight expert
Builds
Regulatory credit risk model governance and supervisory alignment for global IRB and IFRS 9 frameworks
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
IRB framework expertise, IFRS 9 implementation, model risk management, regulatory capital requirements, statistical analysis, supervisory inspection coordination, stakeholder management
Preferred skills
None stated
Technologies
None stated
Responsibilities
Oversee changes to regulatory credit risk models and rating systems at Group level; Perform advisory and quality-assurance reviews of IMIs and on-site inspections; Manage senior internal and external stakeholders including the ECB and auditors; Represent ING in regulatory discussions related to credit risk models
Seniority
Senior, hands-on IC