Credit Risk Data Delivery Senior Specialist
Full-time
Senior Executive
8 months ago
We are looking for you, if you:have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics.....
We are looking for you, if you:
- have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics),
- have about 3 years of experience in working with credit risk reports in the area of reserves (IFRS9) and capital (SA/AIRB/ICAP),
- know SQL well,
- know the basics of programming in SAS (4GL/SAS DI/SAS EG/SAS EM),
- understand what the credit process at the Bank looks like,
- can work in a team,
- can independently interpret data based on the collected information and assumptions,
- can and want to exchange knowledge with colleagues,
- take initiatives that have a positive impact on the quality and accuracy of the tasks performed,
- have the enthusiasm to complete even seemingly impossible tasks,
- know English well (working in an international team on a daily basis).
You'll get extra points for:
- experience in modeling and machine learning,
- experience in working with credit or market risk modeling (PD, LGD, EAD, IFRS9, IRB),
- the ability to analyze and understand the Bank's balance sheet,
- knowledge of Python and R,
- ability to work in Agile / Scrum,
- advanced analytical skills,
- an independent, creative and proactive way of thinking,
- the ability to challenge the status quo,
- knowledge of techniques used in business analysis.
Additional skills:
- GIT/AZURE,
- Python/R,
- Confluence,
- SAS EG.
Your responsibilities:
- analysis of data requirements in the process of feeding tables related to credit risk models,
- preparation of mappings for data used in credit risk models,
- preparation of documentation describing the process of providing data used in credit risk models,
- analyzing the quality of data used in credit risk models,
- preparing loan portfolio analyzes for data accuracy,
- work on creating automatic data feeding processes in the area of credit risk models.
Information about the squads:
Our teams are responsible for automating the data delivery process. We are currently focusing on data used to build and monitor credit risk models.
I am looking for a specialist or expert with knowledge of risk data and credit risk processes (credit, restructuring, debt collection). Our teams are international, and we cooperate with other teams scattered around the world.
We place great emphasis on acquiring and sharing knowledge. We combine knowledge in the field of risk modeling and advanced data processing. We can also have fun and celebrate our successes after work. Each team member feels appreciated and can pursue their ambitions.
The role naming convention in the global ING job architecture will be “Data Scientist III”
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