Bring powerful organizational, motivational and continuous improvement skills to a wide range of key global projects
Financial Risk Modeller (Medior)
We are looking for a colleague, who has strong analytical skills and the ability to create, challenge and improve models used in credit and trading risk.
- Amsterdam, Noord-Holland
- Vast contract
- Uren per week:
- 40 - 40 uur
- Aantal jaren werkervaring:
- 5-10 jaar
We are very proud that ING is among a selected group of banks in Europe, that has an Advanced Internal Rating-Based (AIRB) status. We are looking for a colleague who wants to develop a successful career in Credit Risk Modelling under the AIRB approach. You will play a crucial role in the development and maintenance of models to measure and manage Credit and Trading risk, as well as steering and advising the front office colleagues, when taking credit risk and trading 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.
Your work environment
The Credit Risk and Trading 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 in determination of the exposure measurement, capital adequacy and the management thereof. The position also offers excellent opportunities to broaden your model development skills in Financial Markets and Market Risk.
The Credit Risk and Trading Model Development Team is part of Financial Risk Model Development. Financial Risk Model Development comprises of a team of 50 modelling experts, who are determined to develop the best possible financial risk models to empower the customers of ING to stay ahead financially, in life and business. Our expertise lies in the development and management of Market Risk,-Credit and Trading Risk and Financial Markets models with state of the art modelling methods, tooling and data processing technologies.
- Academic degree (MSc or PhD), preferably in econometrics, economics, statistics, and mathematics
- Solid knowledge and experience of Basel and IFRS 9 model development
- Experience in risk management and / or front office
- Proven knowledge of and experience with statistical Credit Risk modelling
- Experience in using data modelling software/ or coding (C++, Java, Python, R, SAS)
- Familiarity with advanced statistical techniques such as machine learning
- Strong analytical, problem-solving, communication and execution skills
- Independent, creative and pro-active mind-set
- Can-do mentality
- Ability to challenge the status quo
- A dedicated team player.
Furthermore, you adhere to the ING values and it is evident for you that your behaviour is fully aligned with these values. You are also 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
- Fluent in English
- Experience in being a sparring partner/ advisor to Senior Management
- Excellent stakeholder management skills
- Experience in managing major projects
- Fluent in English
What we offer
- A very challenging function
- A job where you can really make a difference
- An international working environment
- Room for extensive personal growth
- Great career (international) opportunities
- 40 hours
Apply directly online, click on Apply for this job. For further inquiries, please contact email@example.com. Please send your CV and motivation. We are looking forward to your application! For more information on vacancies please check www.ING.nl/carriere
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