Manager - Model Development and Monitoring Wholesale Banking Portfolios

ING

Warszawa, mazowieckie
Stała
Pełny etat

2 miesiące temu

We are looking for you, if you:

are passionate about working with people and developing talents of others make you fulfilled,
have experience in team and project management,
have experience in Stakeholders Management, and you are able to build strong relationship with Customers based on trust,
are able to support internal and external customers to meet and understand their needs and expectations,
have experience in building, updating, monitoring and maintaining IRB and IFRS9 models,
have understanding of key regulations in the area of credit risk model development and monitoring,
have sound knowledge of statistical modelling and econometric methods,
have at least 8 years of experience with credit risk management and/or modelling and at least 3 years in managerial position,
have excellent (English) verbal and written communication skills.

Your responsibilities:

share knowledge and make sure team members have appropriate competencies and skills,
planning, coaching, assessing and professionalizing your team members,
assess complexity of requests and plan activities for the year,
recruiting and onboarding new talents,
support your teams in development, calibration and monitoring of IRB and IFRS9 models for Wholesale Banking portfolios (e.g., Large Corporate, Financial Institution),
make sure that the team results are of the highest quality and there is no conceptual errors,
interacting with stakeholders,
set standards for developing, innovating and safeguarding knowledge in the field of expertise.

You'll get extra points for:

experience with statistical programming (Python and SAS are preferred) and building automation solutions for model development and monitoring
experience with corporate banking products, risk management and models,
experience and knowledge on agile way of working,
professional certification FRM/PRM/CFA or CQF,
strong analytical and problem-solving capabilities,
independent, creative and pro-active mind-set,
keen on innovation,
analytical and critical attitude,
experience with building standards and templates for annual models monitoring

Information about the team:The Model Development department is an international team of 300 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. The Risk Hub Model Development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam. Developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management units within ING. As a Manager in credit risk modelling, you will be given the opportunity to apply and broaden your experience in management and credit risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.The role naming convention in the global ING job architecture will be “Chapter Lead Model Development II”.

ING

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