Credit Risk Modelling and Monitoring Senior Specialist
Core
Monitoring, calibration, and development of Internal Ratings-Based (IRB) and IFRS9 credit risk models for the whole ING Group.
Role type
Senior IC credit risk modelling specialist
Builds
IRB/IFRS9 models and internal monitoring tools
Domain
Banking / Financial Risk
Deliverable
production ML models
Required skills
statistical inference, econometric methods, statistical programming, IFRS9/IRB implementation, model calibration, model documentation
Preferred skills
senior management advisory, software development best practices, professional certifications (FRM/PRM/CFA/CQF)
Technologies
IFRS9, IRB methodology
Responsibilities
Monitor IRB/IFRS9 models, collaborate with Model Validation Unit, participate in model calibration/development, write reports and documentation, shape model monitoring methodology, translate methodology into functional specifications, build internal tools
Seniority
Senior, hands-on IC
