Senior Credit Risk Modeler - Brussels, België - ING

ING

Geverifieerd bedrijf

Brussels, België

1 week geleden

Geplaatst door:

Sophie Dubois

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Voltijd

Beschrijving

Senior Credit risk modeler
Permanent, Full Time, Brussels, Knowledge French and English

The Regulatory modelling Team is an energetic international team of highly qualified professionals within the Financial risk department. This fast growing team is responsible for developing and maintaining regulatory credit risk models used within ING Belgium.

What does a credit risk modeller do at ING?
ING uses quantitative models for a large number of purposes and form an integral part of our strategy.

You will be managing the models used for calculations of the Loan Loss Provisions (IFRS9) as well as the Regulatory (Basel II) Credit Capital.

Within our team, you will be:

Performing all tasks needed to manage the credit risk models (PD, EAD, LGD, IFRS9) throughout their lifecycle, including a.o. model development, model monitoring and model implementation.
Creating high quality reports that are read by e.g. senior management, CRO staff, model validation, audit and ECB; and
Participating in meetings with model validation, senior management, internal & external audit and the European Central Bank.

Who are we looking for?

An academic degree (MSc or PhD) in Econometrics, Mathematics, Physics, Economics or another quantitative/numerical field;
Experience in IRB or IFRS9 model development;
Programming experience in SAS or another similar programming language;

Additionally, you should have

An independent, creative and proactive way of working;
A critical but positive constructive mindset;
Persuasiveness and the ability to interact with stakeholders and build positive relationships;
A team player attitude;
A good capacity to work under stress or with thight deadlines; and
Excellent communication skills and ability to write clear reports in English.

We offer you

A clear purpose, a unique offer and a range of flexible compensation and other benefits:
Personal growth & challenging work with endless opportunities to realize your ambitions
An informal, dynamic environment with innovative colleagues supporting your endeavors
A progressive and agile way of working, where new ideas are valued ahead of convention
Challenging projects, at the forefront of the new regulations
A dynamic and flexible work environment
Training opportunities