Cross Model Analytics Model Developer
Core
Coordinate development and maintenance of non-IRB credit risk models for Wholesale Banking, including feeder models, IFRS9, and Economic Capital.
Role type
Senior IC credit risk model developer
Builds
Wholesale Banking credit risk models (feeder, IFRS9, Economic Capital)
Domain
Banking / Credit Risk
Deliverable
production ML models
Required skills
Credit risk modelling, Regulatory compliance, Model lifecycle management, Stakeholder management, Risk assessment, Strategic thinking, Data analysis, IT integration, Policy development, Model governance
Preferred skills
SAS programming, Risk management certification, Innovative problem solving, Complex topic simplification
Technologies
SAS, IFRS9, Economic Capital frameworks
Responsibilities
Translate business and regulatory requirements into model approaches, Analyse end-to-end design approaches, Ensure compliance of model designs, Steer stakeholder meetings, Engage with external stakeholders to identify improvements, Defend model design choices (via careerplan.io/jobs/REQ-10122060-1-cross-model-analytics-model-developer-at-ing)
Seniority
Senior, hands-on IC