Credit Risk Senior Model Developer
Hybrid
Core
Develop, maintain, and validate IFRS9/IRB regulatory and accounting models for ING portfolios.
Role type
Senior IC credit risk model developer
Builds
Production IFRS9/IRB models for retail credit risk
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
IFRS9 standard knowledge, EBA AIRB regulations, statistical inference, econometric methods, data preparation, SAS, Python
Preferred skills
Git, GitHub Copilot
Technologies
SAS, Python, SQL
Responsibilities
Develop and maintain IFRS9 models for ING portfolios; Interact with stakeholders across Europe-wide locations and departments
Seniority
Senior, hands-on IC
