Credit Risk Modeler
Pubblicato il 19-10-2026 - Ing Banking in Milano
Overview
In this role you will develop and maintain AIRB credit risk models for Wholesale Banking, supporting ING’s risk management and lending decisions. You will collaborate with the WB Credit Risk Model Development team and interact with regulators on design, submission, and implementation of models. You’ll calibrate and improve models across products and regions, using advanced analytics in a dynamic, international setting. This is a chance to deepen modelling and coding skills and contribute to ING’s wholesale lending success.
Responsabilità
- Develop and maintain credit risk models for Wholesale portfolios
- advise front office on credit risk decisions
- interact with regulators regarding design, use, and submissions
- develop and calibrate models following ING standards
- cover models for all products and regions in the portfolio
- improve measurement and monitoring of existing models
Requisiti fondamentali
- MSc or PhD in econometrics, physics, statistics, or mathematics
- good knowledge of Basel and IFRS 9 models
- 4+ years of experience developing and monitoring regulatory Wholesale Banking credit risk models
- extensive experience with data modelling software or coding (C++, Java, Python, R, SAS)
- strong analytical, problem-solving, communication and execution skills
- creative, proactive mindset; ability to challenge the status quo
- team player
- fluent in English
- analytical thinking
- problem-solving
- clear communication
- C++
- Java
- Python