Functieomschrijving
The Credit Risk 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 the management thereof. The Credit Risk and Trading Model Development Team is part of Financial Risk Model Development department.
Financial Risk Model Development comprises of a team of 60 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. The position also offers excellent opportunities to broaden your model development skills in Financial Markets and Market Risk.
Get an impression on our agile way of working here: https://youtu.be/NcB0ZKWAPA0
What does a Modeller at ING do?
We are looking for a colleague who wants to further develop a successful career in Credit Risk Modelling. You will play a crucial role in the development and maintenance of models for measuring and managing 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.
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.
