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Senior Credit Risk Modeler

  • ING Group
Brussels, Belgium
Full-time
Published:
  • ING Group
Brussels, Belgium
Full-time
Published:

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 pro-active way of working;

  • A critical but positive constructive mind-set;

  • 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.

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