Quantitative Project Lead

Quantitative Project Lead
Miejsce pracy: Warszawa
Numer referencyjny: /MB/RH/MV/AG9925
Must have:
  • You have 7+ years of experience with credit risk models,
  • You have coordinated project teams of at least 3 people focused on timely delivery and state of the art quality,
  • You have coached less experience team members,
  • You have guided and when required challenged people content wise on credit risk modelling specific issues based on continuously improving regulations and research papers,
  • You enjoy assessing performance and looking for new ways to build risk models,
  • You have a degree (MSc or PhD) in a quantitative/numerical, mathematics, physics, statistical field,
  • You have an extensive programming experience in SAS or similar tool (Python, R),
  • You have knowledge of statistical tools and modelling techniques,
  • You have knowledge of IRB or IFRS9 models and regulation,
  • You are characterized by an analytical and critical attitude,
  • You are fluent in both oral and written English for business
Nice to have:
  • Knowledge of credit decisions models (e.g underwriting models, loan pricing and early-warning systems) 
  • Modelling expertise in other areas
  • Scrum/ Kanban experience
How we work

At ING Tech Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working.

Risk Hub Warsaw was created as a part of central risk team currently located in Amsterdam. In Warsaw we are building following chapters:

  • Data and analytical engineering
  • Credit Risk Modelling
  • ALM Modelling
  • Model Validation

We are new organization currently creating our work culture and way of working our task is to set new standards for entire risk team.

People in Model Validation chapter assesses whether models are appropriate for intended use and compliant with internal policies and external regulations. Our goal is to increase the ING’s understanding of a model’s limitations & weaknesses and contribute to ongoing model improvement to ensure the added value of models. Together with the team in Amsterdam you will be validating models used for regulatory capital (Internal Rating Based approach) and loan loss provisioning (IFRS9), covering all components of the models for any type of portfolio globally. In addition, the team has the ambition to expend the scope to credit decision models such as underwriting models, loan pricing and early-warning systems. We use statistical techniques, amended with qualitative analyses, to assess the quality of the models and the appropriate use by the model stakeholders. Our reports are presented to Senior Management on group level to make decision on the ongoing use of models or approval of new models. Our reports are also shared frequently with external regulators (ECB), internal and external audit.

  • contract of employment
    type of contract
  • 8:00 - 18:00 (8 hours per day)
    work hours
  • Zajęcza 4, Warszawa (Powiśle)
    this is the location of our office
Zakres obowiązków:

44%- Coordinate assessment of creditrisk models
11%- Write high quality validationreports
11%- Coach junior team members
22%- Interact with model stakeholders
12%- Ongoing process improvement
Other requirements
  •  You are fluent in both oral and written English for business (C1+ level)
We take care of:
Twój rozwój:
  • międzynarodowe projekty
  • stabilne warunki zatrudnienia
  • szkolenia
  • certyfikaty
  • rozwój zawodowy
Twoje zdrowie, kondycję i rodzinę
  • prywatna opieka medyczna
  • strefy relaksu i rozrywki
  • karta Multisport dofinansowana 50%
  • imprezy sportowe
  • parking rowerowy
odpowiednie warunki pracy
  • dostęp do najnowszych technologii
  • laptop
  • komórka
  • dodatkowy monitor
  • przepyszna kawa
  • kuchnia
Recruitment assistance:
Uprzejmie informujemy, iż skontaktujemy się z wybranymi kandydatami.

Jeżeli w przyszłości, chciałbyś/chciałabyś brać udział w innych rekrutacjach prowadzonych przez ING Business Shared Services B.V. sp. z o.o. Oddział w Polsce z siedzibą w Katowicach, potrzebujemy Twojej dodatkowej zgody: „Wyrażam zgodę na przetwarzanie moich danych osobowych na potrzeby przeprowadzenia przyszłych rekrutacji.”

W przypadku wyrażenia zgody na przetwarzanie Twoich danych osobowych na potrzeby przyszłych rekrutacji informujemy, że będą one wykorzystywane przez okres 2 lat. Wszystkie informacje dotyczące przetwarzania Twoich danych osobowych znajdziesz tutaj.