Senior Credit Risk Model Developer

The organisation

For a Leading and International Bank, we are looking for a Senior Credit Risk Model Developer.

The position

We are looking for senior professional in the Credit Risk Model Development team who enjoy developing Credit Risk Models for the SME and Retail markets. The Model Development department is responsible for the development of risk models at the bank. They develop all credit risk, operational risk, IRRBB, trading risk, and economic capital models.

Tasks & responsibilities

• You will play a crucial role in the development and maintenance of models for measuring and managing credit risk for the Retail and SME portfolios, as well as steering and advising the front office colleagues when taking credit risk decisions.
• You will take responsibility for developing and calibrating credit risk models by applying ING's modelling standards. The models that you develop will cover all products and geographical regions in the ING Bank portfolio.
• In addition to the modelling activities, you will also be responsible for further improving the measurement and monitoring of existing models.

Candidate profile

• You have an academic degree (MSc or PhD), preferably in econometrics, physics, statistics, or mathematics.
• You have good knowledge of Basel and IFRS 9 models and experience in developing expert-based or statistical credit risk models.
• You have extensive experience in using data modelling software/ or coding (C++, Java, Python, R and/or SAS).
• You are a sparring partner/advisor to Senior Management.
• You have strong analytical, problem-solving, communication and execution skills.
• You have a creative and pro-active mind-set.
• You can challenge the status quo.
• You are a team player.
• You are fluent in English.

The offer

We want to make sure that it's possible for you to strike the right balance between your career and your private life.

• A salary tailored to your qualities and experience
• 24-27 vacation days depending on contract
• Strong Pension scheme
• 13th month salary, 8
• 8% Holiday payment
• Individual Savings Contribution (3.5% of your gross annual salary)
• Personal growth and challenging work with endless possibilities
• An informal working environment with innovative colleagues
• Work Agile, so new ideas come to life faster

Interested?

Are you interested in the Senior Credit Risk Model Developer position? Then apply as soon as possible by using the form below.