Competitive + Relocation
about 2 months ago
Hamlyn Williams are supporting an international bank based in Warsaw, Poland, who are looking for Credit Risk Modellers. The Credit Risk Model Development Team is an energetic international team of highly qualified professionals. The team is responsible for the development and monitoring of all regulatory and non-regulatory credit risk models for our private and business customers throughout the bank. These models are core to the success of ING and are applied to determine the exposure measurement, capital adequacy and the management thereof. The Credit Risk Model Development Team is part of Financial Risk Model Development.
What you'll do
- You will play a crucial role in the development and maintenance of models for measuring and managing Credit and Trading risk in the Wholesale Bank, as well as steering and advising the front office colleagues when taking credit risk decisions.
- You will cover both the regulatory models, used for IRB approach based modelling, as well as the models used for internal capital calculations, IFRS9 based modelling.
- You will take responsibility for developing and calibrating credit risk models.
- In addition to the modelling activities, you will also be responsible for further improving the measurement and monitoring of existing models.
- The position also offers excellent opportunities to broaden your model development skills in Financial Markets and Market Risk.
How to succeed
- You have an academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics.
- You have extensive knowledge of Basel and IFRS 9 models.
- You have extensive knowledge of and experience in developing expert-based or statistical.
- Credit Risk models for Wholesale Banking portfolios.
- You have extensive experience in using data modelling software/ or coding (C++, Java, Python, R, SAS).
- You have strong analytical, problem-solving, communication, and execution skills.
- You are fluent in English.
You can apply by contacting me directly or by selecting the Apply button.
I am a Risk market specialist working with a large variety of clients across the Financial Services industry. If this role is of interest to you, or if you’d like to explore other opportunities in the market, please feel free to reach out directly.
Contact Aya Agbaria at +31 20 299 4406 or at email@example.com.