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8 дней назад

Credit Risk Model Monitoring Expert Lead (IFRS9/IRB)

17 300 - 28 000PLN
Формат работы
onsite
Тип работы
fulltime
Грейд
lead
Английский
c1
Страна
Poland
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Credit Risk Model Monitoring Expert Lead (IFRS9/IRB): Overseeing IRB/IFRS9 model monitoring and contributing to lifecycle management strategy, methodology development, monitoring tools, and an Early Warning Signals platform with an accent on credit risk model governance and backtesting. Focus on translating methodology into functional specifications, reviewing model monitoring, collaborating with model validation, and supporting UAT, bug fixes, and tool maintenance.

Location: Warsaw, Poland (Pańska 97)

Salary: 17,300–28,000 PLN gross per month

Company

hirify.global Poland supports ING Group operations, with the Model Strategy and Monitoring team operating within the Integrated Risk Oversight area across Warsaw and Amsterdam.

What you will do

  • Shape the IRB/IFRS9 model lifecycle management strategy in collaboration with Integrated Risk Oversight.
  • Oversee and review IRB/IFRS9 model monitoring.
  • Support the development and maintenance of internal monitoring tools, including UAT and bug fixes.
  • Contribute to the Early Warning Signals platform for model backtesting.
  • Collaborate with the internal Model Validation Unit.
  • Develop IFRS9/IRB monitoring methodologies and translate them into functional specifications for tools used across ING Group.

Requirements

  • MSc in mathematics, econometrics, statistics, or a related quantitative discipline.
  • Solid knowledge of statistical inference, econometric methods, and statistical programming.
  • Understanding of IFRS9/IRB implementation in model development.
  • At least 7 years of experience developing and monitoring IRB/IFRS9 models.
  • At least 2 years of experience in a leadership or expert role.
  • Clear and concise communication skills, with the ability to identify problems, analyse key information, and develop structural solutions.
  • Ability to deliver high-quality work efficiently and on time while focusing on targets and KPIs.
  • English at C1 level.

Nice to have

  • Experience acting as a sparring partner or advisor to Senior Management.
  • Familiarity with coding and software development best practices, including release management, version control, testing, and issue tracking.
  • FRM, PRM, CFA, or CQF certification.

Culture & Benefits

  • Full-time employment in the Model Strategy and Monitoring team.
  • Collaboration across the Warsaw and Amsterdam teams and the wider ING Group.
  • Work focused on IRB/IFRS9 model lifecycle frameworks and Integrated Risk Oversight.

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