25 set - Varese
Ing Banking
Overview
ING seeks experienced professionals in Milan to develop and monitor credit risk and ESG risk models, covering Pillar I/II and stress testing.
You will contribute to the full model lifecycle and interact with supervisory authorities and auditors.
The role anchors model development within ING's global teams and requires collaboration with risk, front office, and risk management functions.
You will shape methodologies and deliver impactful analytics in a regulatory context.
Responsabilità
Support the full model development lifecycle: methodology, data collection, development, calibration, documentation, and monitoring
Contribute to activities required by supervisory authorities or auditors
Coordinate and collaborate on testing, validation, and production release
Collaborate with front office, Risk Management, Model Risk Management, and auditors across the lifecycle
Perform portfolio and deep-dive analyses for both ongoing usage and ad-hoc initiatives requiring advanced model expertise
Requisiti fondamentali
At least 4 years of experience in credit risk model development (AIRB, IFRS9) or ESG modeling
Master's degree or PhD (preferably in Econometrics, Physics, Statistics, Mathematics, or Engineering)
Strong knowledge of Basel framework and IFRS9; experience with expert-based or statistical credit risk models
Experience with ESG modeling topics (e.g., Double Materiality, ESG data)
Strong understanding of regulatory frameworks (ECB, EBA) and preferably ECB interactions
Extensive experience with data modelling and coding tools (Python, R, SAS) and familiarity with GenAI tools
Strong communication skills for interaction with Senior Management
Excellent analytical and problem-solving capabilities; creative and innovative mindset
Fluent in English
Strong communication
Team player
Creative and innovative mindset
Python
R
SAS
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