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Senior Credit Risk Modeller Wholesale Bank

Management / Consulting
Amsterdam Zuidoost
ING is looking for Senior Credit Risk Modellers to develop Wholesale Banking models 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 and trading risk models for our private and business customers throughout ING.  These models are core to the success of ING and are applied to determine the exposure measurement, capital adequacy and t...

Requirements:

Your backpack should contain

  • A academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
  • Extensive knowledge of Basel and IFRS 9 models
  • Extensive knowledge of and experience in developing expert based or statistical Credit Risk models for Wholesale Banking portfolios
  • Extensive experience in using data modelling software/ or coding (C++, Java, Python, R, SAS)
  • Experience in being a sparring partner/advisor to Senior Management

 

Additionally,  you should have

  • Strong analytical, problem-solving, communication and execution skills
  • An Independent, creative and pro-active mind-set
  • The ability to challenge the status quo
  • great team player skills
  • and of course you should be fluent in English

 

Furthermore, you should adhere to the ING values and it is evident for you that your behavior ought to be fully aligned with these values. You should  also be prepared to take the Banker's Oath.

For more information, please visit http://www.ing.jobs/Netherlands/Why-ING/This-is-ING-too/ING-Values.htm

Address:

Noord Holland