Credit Risk Control Unit-Modelling Expert-AVP

ING Bank

You'll have a qualification in Economics/Statistics/Financial Maths/Applied Maths or similar relevant field. You take pride in your programming capabilities, particularly in SAS. You'll be passionate about credit risk, with a background in modelling and quantitative analysis experience in one or more of the below topics:

•       Credit scoring (application, behavioural, collection, etc.) and decisioning
•       Credit impairments (preferably, IFRS 9 Expected Credit Losses)
•       Regulatory capital requirements (e.g. AIRB approaches to estimating PD, LGD and EAD)
•       Credit risk management processes across the credit life cycle
•       Knowledge of BRSA standards and Basel II or III would be desirable but not essential

İŞ TANIMI

You'll have a qualification in Economics/Statistics/Financial Maths/Applied Maths or similar relevant field. You take pride in your programming capabilities, particularly in SAS. You'll be passionate about credit risk, with a background in modelling and quantitative analysis experience in one or more of the below topics:

•       Credit scoring (application, behavioural, collection, etc.) and decisioning
•       Credit impairments (preferably, IFRS 9 Expected Credit Losses)
•       Regulatory capital requirements (e.g. AIRB approaches to estimating PD, LGD and EAD)
•       Credit risk management processes across the credit life cycle
•       Knowledge of BRSA standards and Basel II or III would be desirable but not essential