Requirements: English
Company: ING
Region: Milan , Lombardy
ING Italy is seeking Credit Risk Modellers with a minimum of 4 years of experience in developing AIRB models for Wholesale Banking portfolios. The role involves close collaboration with the WB Credit Risk Model Development department of ING Group, which specializes in Trading Risk, Credit Risk, Market Risk, IRRBB, and Balance Sheet Risk models, utilizing advanced modelling methods, tools, and data-processing technologies.You will join a dynamic team of highly qualified professionals focused on modelling Credit Risk and IFRS 9 concepts for ING Wholesale Banking, which are crucial for the bank''s corporate lending activities.This position offers excellent opportunities to enhance your modelling and coding skills within a vibrant international environment.What you''ll doThe main responsibilities include:Developing and maintaining credit risk models for Wholesale portfolios and advising front office colleagues on credit risk decisions.Interacting with regulators regarding model design, use, implementation, and managing discussions on model changes and submissions.Developing and calibrating credit risk models according to INGs standards across various products and regions.Improving measurement and monitoring of existing models.Who we are looking forAn MSc or PhD in econometrics, physics, statistics, or mathematics.Knowledge of Basel and IFRS 9 models with experience in developing expert-based or statistical credit risk models.At least 4 years of relevant experience in developing and monitoring Wholesale Banking Credit Risk Models.Proficiency in data modelling software and programming languages such as C++, Java, Python, R, SAS.Ability to advise senior management and strong analytical, problem-solving, communication, and execution skills.A creative, proactive mindset capable of challenging the status quo.Team player with fluency in English.What we offerA role where you can make a meaningful impact, especially in risk measurement and decision-making processes.Duration : PermanentAbout INGJoin an innovative, digital bank committed to diversity, growth, and empowering people to succeed. Our culture promotes a flexible, stimulating work environment aligned with our purpose to help people and businesses realize their potential.The benefits of joining INGFlexible smart working arrangementsCompetitive salaries and bonusesDiverse, innovative cultureInternational environmentSustainability commitmentTraining and development opportunitiesWell-being initiativesSpecial birthday leave (#doyourbirthday)Free water and coffee at the officeOur CommitmentWe value diversity and are dedicated to creating an inclusive, respectful workplace with equal opportunities for all qualified candidates.#J-18808-Ljbffr