
Risk Modeling Expert
1 day ago
At ING, we empower employees to excel in their careers while fostering a culture of innovation and collaboration. Our goal is to create a workplace where individuals can discover and develop their talents, driving success for both themselves and the organization.
Job DescriptionWe are seeking an experienced Credit Risk Control Specialist to join our Financial Risk Management team. As a key member of this team, you will be responsible for credit risk modeling, IFRS9 expected loss process, and credit risk reporting in accordance with ING Group policies and regulatory requirements.
The ideal candidate will possess excellent analytical and organizational skills, with a strong understanding of credit scoring, credit impairments, and regulatory capital requirements. They will also have experience with credit risk management and reporting processes across the credit life cycle.
Responsibilities- Monitor, develop, and recalibrate credit risk models across all parameters (PD, LGD, and EAD) within both AIRB and IFRS9 landscapes.
- Take an active role in monthly IFRS9 expected loss calculation process and reconciliations.
- Prepare complex datasets related to Credit Risk models.
- Ensure data quality governance related to IRB & IFRS9 models.
- Prepare management reports and dashboards related to IRB and expected credit losses.
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