Overview
In this role you will coordinate the development, governance and maintenance of Wholesale Banking credit risk models (including IRB, IFRS9 and Economic Capital) across the model lifecycle. You will translate business and regulatory needs into robust modelling approaches and safeguard the model environment from external impacts. You will engage with stakeholders to explain design choices and drive improvements in model robustness and performance. This position offers exposure to group-wide, centrally managed models across ING locations and opportunities to influence risk management practices at scale.
Arbeidsvoorwaarden / Benefits
- 25-28 vacation days
- Pension scheme
- 13th month salary
- 8% Holiday payment
- Hybrid working
- Personal growth and challenging work with endless possibilities
Verantwoordelijkheden
- Develop, maintain and govern the Wholesale Banking credit risk model landscape across the model life cycle
- Translate business and regulatory requirements into design approaches for specific WB models
- Analyze end-to-end model and model-component design, ensuring compliance and robustness
- Steer stakeholder meetings across all stages of the model life cycle
- Engage with external stakeholders to identify deficiencies and improvement opportunities
- Explain and defend model design choices to internal and external stakeholders
Belangrijkste vereisten
- 3+ years of experience in Credit Risk Modelling
- University / Postgraduate (Master's Degree) in Mathematics, Economics, or equivalent
- Risk Management certification and/or SAS programming certification focused on Credit Risk Modelling
- Strong analytical and strategic thinking capabilities
- Ability to translate complex topics into simple language
- Proactive, ‘make it happen’ mentality
- Broad knowledge of end-to-end regulatory credit risk model lifecycle (IT, data, policy, regulation) and ability to identify and manage model risks
- Strong learning mindset and openness to innovative approaches
- Strong communication skills, both internally and externally
- Inquisitive, out-of-the-box mindset
- Proactive problem-solving
- SAS programming (Credit Risk Modelling)
- Technical maturity in credit risk modelling
- Knowledge of regulatory model lifecycle and governance
Cross Model Analytics Model Developer in Amsterdam werkgever: Jobrapido
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