Credit Risk Model Validator (f/m/x)

Credit Risk Model Validator (f/m/x)

in Berlin or Frankfurt

Our goal: to be the right bank for satisfied customers. And: the right employer for happy employees. No matter what surprises life has in store, we are there for our staff - with the allowances and benefits they need and a corporate culture at eye level. Sounds good? Strengthen our „Model Risk Management“ team with your analytical mindset and smart input on credit risk models!

Your Tasks:

In Risk Management, looking into the future is part of our daily business. Without a crystal ball, of course, but with data, models and statistics. And this is where you come in: you take a close look, put our models through their paces and validate our credit risk models together with the global validation unit in Amsterdam. Your focus is on IRBA, IFRS9 and application models. With your convincing reports you communicate your findings to senior management, the relevant stakeholders, auditors and also the ECB or the Bundesbank. Every day you shine with your data skills as well as with your team skills and work closely with model owners and model developers. Last but by no means least, you actively support your team in other topics related to the implementation of the ING Model Risk Framework (e.g. model risk reporting, risk limitation and control).

Your Profile:

• Completed studies at Master or PhD level in mathematics, statistics, economics or a comparable qualification

• Several years of professional experience in model validation / development or in a similar field with a quantitative background

• Know-how in modelling and/or validation of (credit) risk models

• Fit in SAS or a comparable programming language

• Strong communication skills, team player, curious and analytical and structured mindset

• Interested in working in an international environment and open to occasional business trips to Amsterdam

• Fluent in English and preferably also in German, written and spoken

We offer many benefits

• Company pension plan, capital-building offers, regional public transportation ticket & bicycle leasING, company restaurant

• Remote working depending on the position and department and in line with the company, regulatory and legal requirements; individualized work schedule models,

• Personal budget for continuing education and development as well as health; plus, a personal budget to set up your mobile working space