Expert in Quantitative Methods for Credit Economic Capital Modelling [rekrutacja online]

Expert in Quantitative Methods for Credit Economic Capital Modelling [rekrutacja online]
Miejsce pracy: Warszawa
We are looking for you if:
  • You have an academic degree (MSc or PhD) in mathematics, econometrics, quantitative methods, statistics, physics or a similar quantitative field
  • You have sound knowledge of statistical modelling and econometric methods
  • You have experience with statistical programming (e.g. Python, R, SAS)
  • You have at least 2 year experience with development and/or validation of Economic Capital credit risk modelling
  • You have experience with databases, data modelling, data preparation and data quality control is considered as a plus
  • You have an ability to clearly and succinctly express ideas, facts and opinions
  • You have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions.
  • You complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs.
Youll get extra points for:
  • Knowledge of financial regulation (Basel, EBA, IFRS9)
  • Knowledge of and experience with advanced statistical techniques such as multifactor modelling, Monte Carlo simulation, Bayesian statistics
  • Experience in research on applied econometric/statistic methods
  • Strong analytical and problem-solving capabilities
  • Communication and presentation skills, advanced level of English (C1 or above)
  • Independent, creative and pro-active mind-set
  • Keen on innovation
Information about squad:
 
At ING we follow the Agile approach, using flexible frameworks like Scrum for our daily work. We are innovative and we trust people we work with. The Economic Capital credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management (RM) units within ING. You will be given the opportunity to gain further experience in Economic Capital modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies and cooperate closely with the rest of the team located in Amsterdam and data feeding squads located in Warsaw.
  • contract of employment
    type of contract
  • 7:00 - 9:00 - 15:00 - 17:00
    work hours
  • Zajęcza 4, Warszawa
    this is the location of our office
Scope of duties
50%- Development and maintenance of credit economic capital model
20%- Interact with stakeholders
20%- Share knowledge and expertise on the methodology
10%- Prepare documentation

 

 

 

Your development
  • professional development
  • certificates and knowledge development
  • training budget
  • access to the newest technologies
  • international projects
  • free English courses
Your health, well-being and family
  • provate medical care
  • 50% funded Multisport Card
  • bicycle parking
  • chillout rooms
  • integration events and Stay Fit program
Working conditiions
  • stability of employement
  • fully equipped workstations
  • kitchen
We kindly inform you that we will get in touch only with the chosen candidates.

If you agree for processing your data for future recruitment offers, we will keep the data for a year.

All information concerning the way we process personal data can be found here here.

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