NG Italy is looking for Credit Risk Modellers that have at least 4 years of experience with developing AIRB models for Wholesale Banking portfolios. You will be working for and in close cooperation with the WB Credit Risk Model Development department of ING Group. The WB Credit Risk Model Development department is part of ING Group Model Development which comprises of a large team of modelling experts in Trading Risk, Credit Risk and Market Risk in IRRBB and Balance Sheet Risk models and that uses state-of-the-art modelling methods, tooling, and data-processing technologies.
You will be joining an energetic team of highly qualified professionals.
Our area of expertise is modelling Credit Risk and IFRS 9 concepts for ING Wholesale Banking. These models are core to the success of ING’s corporate lending activities
The position offers excellent opportunities to excel in what you do and to broaden your modelling and coding skills, as well as exposure to a dynamic and agile international working environment.
Does it sound interesting? Please read on
What you'll do
The team activities are quite varied – here are some of the main ones:
• You will play a crucial role in the development and maintenance of models for measuring and managing credit risk for Wholesale portfolios, as well as steering and advising the front office colleagues when taking credit risk decisions.
• You will interact with different regulators with regard to to the design, use and implementation of the models, as well on leading/ managing discussions on changes to the models and its submissions.
• You will take responsibility for developing and calibrating credit risk models by applying ING’s modelling standards. The models that you develop will cover all products and geographical regions in the ING Bank portfolio.
• In addition to the modelling activities, you will also be responsible for further improving the measurement and monitoring of existing models.
Who we are looking for
• You have an acade
📌 Credit Risk Modeler (Milano)
🏢 ING Hubs Romania
📍 Milano
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