Quantitative Credit Risk Specialist

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ING is looking for...

ING DBNL is looking for a Quantitative Credit Risk Specialist to strengthen the Predictive Analytics team within the Credit Risk Management department (CRM).

Predictive Analytics is responsible for the (co-)development and management of regulatory and non-regulatory Credit Risk models with state-of-the-art modeling methods, tooling and data processing technologies. These models are core to the success of ING and they are applied for different purposes, amongst others to determine capital adequacy, loan loss provisions but also credit decisions and in-life & problem management of loans. The position offers excellent opportunities to broaden your model development, data management, and organizational skills within an Agile set up.

We are looking for someone with very strong analytical background, experienced with IRB rating system development/ methodologies as well as Credit Decision Models (e.g. scorecards, EWS) and Model Life Cycle. Technical skills should include very good SAS programming skills and experience with SAS E-miner or Python is a strong plus. This person should have soft skills such as strong communication and presentation skills, self-starter, autonomous, good team player, organized (e.g. documentation, scripting), creative/ design thinking and agile.

Does it sound interesting? Please read on!

What you will do

The core task is to make an analytical contribution in maintaining a healthy lending portfolio in the near and far future. Your role will be to:

  • Develop analytical methods to monitor the credit risks in the portfolio.
  • Support in model development of regulatory models for IRB-modelling.
  • Forecasting and describing developments in provisions, risk costs, RWA and arrears are important components.
  • Collaborating with Risk managers within the department to develop and validate an adequate credit risk policy.
  • Collaborating with the front office, as well as the ING Group Risk and Finance departments, to align the various interests and to exchange knowledge.
  • Collaborating with IT system owners, to ensure adequate data/platform management.
  • Work according to ING’s one Way of Working (agile WoW)

How to succeed:

  • More than 5 years of experience in Credit Risk Modelling, including relevant experience in IRB modelling and/or Credit Decision modelling.
  • Deep knowledge of quantitative methods and techniques, experience with Data Science and Machine Learning combined with business knowledge of Credit Risks.
  • MSc degree or PhD in e.g. mathematics, physics, econometrics
  • Experience with development of (credit) (risk) models
  • Excellent knowledge of statistics and/or mathematics
  • Excellent knowledge of programming, preferably in SAS Base, SAS Macro Language, SQL, VBA and Python
  • Experience with risk modeling and business tooling, specifically SAS EG, MS Access, MS Excel, SharePoint
  • Knowledge of banking and financial industry, financial and lending products, and processes
  • You have strong analytical and problem-solving execution skills
  • Excellent communication skills writing and reporting in English & Dutch.

What we offer

A job from 36 to 40 hours and a unique offer that fits in with the times of today. We take into

account your home situation and your ambitions and help you to balance work and private life. Discover our employment conditions.

To give you an idea, we will tell you about the benefits of working at ING:

  • A salary tailored to your qualities and experience
  • Reimbursement for travel expenses
  • 24 vacation days with a 36 -hour working week. If you work 40 hours a week, you will receive 27 vacation days
  • Pension scheme
  • 13th-month salary
  • Individual Savings Contribution (BIS), 3.5% of your gross annual salary
  • 8% Holiday payment
  • Personal growth and challenging work with endless possibilities to realize your ambitions
  • An informal working environment with innovative colleagues who strive for the very best
  • Progressive way of working according to the Agile method, so that new ideas come to life

About us

With around 52,000 employees and operations in approximately 40 countries, there is no shortage of opportunities for people with initiative who want to make a difference. We hire smart people like you for your potential, not your past. Our biggest expectation is that you’ll stay curious. Keep learning. Take on more responsibility. In return, we’ll back you to develop into an even more awesome version of yourself.


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Nina Halewska
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