Python developer in Credit Risk Modelling (Expert) [rekrutacja online]
At ING Tech Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working.
The Financial Risk Model Development department is an international team of 200 highly qualified professionals. Our expertise lies in the development and management of credit riskk, 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.
The 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 (RM) units within ING.
As a Python developer in credit risk modelling, you will be given the opportunity to broaden your experience in credit risk modelling topics, extend state-of-the-art modelling methods, tooling and data processing technologies.
- An academic degree (MSc or PhD) in computer science, mathematics, physics, statistics, econometrics, quantitative methods, or a similar quantitative field
- Strong knowledge of statistical modelling and econometric methods
- At least 3 years of experience with statistical programming in Python (including knowledge of Pandas, NumPy, Scikit-learn, Matplotlib, Seaborn)
- 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
- Familiarity with Version Control Systems (preferably Git)
- Experience with other programming languages (e.g. C/C++, Java, Scala)
- Interest in ML algorithms and their understanding
- Experience with documentation in Python (Sphinx)
- Knowledge of financial regulation (Basel, EBA, IFRS9) will be a big plus
- Credit risk model development and/or validation, regulatory (Basel/IRB, IFRS9) and/or non-regulatory (e.g. credit approval models)
- Experience in delivering solutions in an iterative way, working as part of a team with local and remote members
- contract of employment
type of contract
- Zajęcza 4, Warsaw
this is the location of our office
You will play a leading role in the automation of credit risk model lifecycle, as an integral part of the group-wide financial risk modelling team. You will take responsibility for:
The models that you develop will cover all products and geographical regions in the ING Bank portfolio. ING’s lending activities reach all across the globe, from Europe to Australia.
- Strong analytical and problem-solving capabilities
- Communication and presentation skills, advanced level of English (C1 or above)
- Independent, creative and pro-active mind-set
- Attention to details
- Keen on innovation
- Analytical and critical attitude
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
Jeżeli w przyszłości, chciałbyś/chciałabyś brać udział w innych rekrutacjach prowadzonych przez ING Business Shared Services B.V. sp. z o.o. Oddział w Polsce z siedzibą w Katowicach, potrzebujemy Twojej dodatkowej zgody: „Wyrażam zgodę na przetwarzanie moich danych osobowych na potrzeby przeprowadzenia przyszłych rekrutacji.”
W przypadku wyrażenia zgody na przetwarzanie Twoich danych osobowych na potrzeby przyszłych rekrutacji informujemy, że będą one wykorzystywane przez okres 2 lat. Wszystkie informacje dotyczące przetwarzania Twoich danych osobowych znajdziesz tutaj.