Specialist Operational Risk Modelling
Ref. no.: /MB/RH/CRM/ŁŚ9446
- An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field
- Knowledge of statistical modelling and econometric methods
- Experience with statistical programming using SAS or R, alternatively Python
Nice to have
- 2 years experience with operational risk model development and/or validation (AMA model)
- Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks etc.
- Experience with databases, data modelling, data preparation and data quality control is considered a plus
- Knowledge of financial regulation (Basel, EBA)
- Professional certification FRM/PRM/CFA or CQF
How we work
At ING we follow the Agile approach, using flexible frameworks like Scrum for our daily work. We are innovative and we trust people we work with.
The Financial Risk Model Development department is an international team of 80 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. To further strengthen and develop the modelling capabilities, ING decided to setup Risk Hub Warsaw. The Risk Hub Warsaw model development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam.
As an specialist in operational risk modelling, you will be given the opportunity to broaden your experience in operational risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.
Scope of duties
- Developing, improving, analysing and documenting operational risk models
- Monitoring of internal models, backtesting and benchmarking
- Improving model development methodology
- Strong analytical and problem-solving capabilities
- Communication and presentation skills, advanced level of English (C1 or above)
- Independent, creative and pro-active mind-set
- Keen on innovation
We take care of:
access to the newest technologies
free English lessons
Your health, physical condition and family
Private medical care
MultiSport card with 50% funding
Chillout and entertainment zones
suitable working conditions
Stable employment conditions
Please send your CV (and the corresponding reference number provided in the subject of an e-mail) to Career.TechPL@ing.com.
Please note that we will contact only selected candidates.
If, in the future, you would like to participate in other recruitment processes conducted by ING Business Shared Services B.V. sp. z o.o. branch in Poland with headquarters in Katowice, we need your additional consent:
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