Expert in data methodology
Branche | Zie onder |
Dienstverband | Zie onder |
Uren | Zie onder |
Locatie | Amsterdam |
Opleidingsniveau | Zie onder |
Organisatie | ING Netherlands |
Contactpersoon | Zie onder |
Informatie
You will take responsibility for developing methodology based on best practices, academic research, and extensive analysis of the model-related regulatory frameworks, with applications in credit risk and market risk
Role & Responsibilities
- You will play a crucial role in the further development and maintenance of financial risk models, assuring compliant methods in line with all regulatory updates, as well assteering and advising the front office colleagues when taking Financial risk decisions
- You will set up methodology related aspects in the scope of the team
- You will define and implement bank-wide credit risk modelling methodology, with a specific focus on data consumption
- You will lead the effort towards structural improvements in the data delivery process by improving the methodology for calculating derived data fields
- You will lead the effort towards improving the quality of data used for model development and monitoring processes.
- You will be the single point of contact regarding data quality in model development.
- You will set detailed requirements for data delivering stakeholders, support development and testing of automation tooling for model development and monitoring .
- You will communicate and cooperate with the key stakeholders in Global Data Management and COO Risk & Finance
- You will collaborate with your expertise to regulatory and internal projects
How to succeed
- MSc degree or PhD in mathematics, physics, econometrics
- Experience with development of (credit) (risk) models
- Excellent knowledge of statistics and/or mathematics
- Excellent knowledge of programming, preferably in SAS Base, SAS Macro Language, SQL, VBA and Python
- Experience with risk modeling and business tooling, specifically SAS EG, MS Access, MS Excel, SharePoint
- Experience with (central) data gathering and processing
- Knowledge of banking and financial industry, financial and lending products, and processes
- Experience in being a sparring partner/advisor to senior management
- You have strong analytical and problem-solving execution skills
- You are an independent, creative and pro-active mind-set
- You have organizational skills to work in a structured way and maintain focus on the broader picture
- You have a focus on delivering pragmatic and feasible solutions
- Fluent English language skills
- You have skills to effectively communicate with stakeholders (with non-technical background)
We want to make sure that it's possible for you to strike the right balance between your career and your private life. You can find out more about our employment conditions at
The benefits of working with us at ING include:
- A salary tailored to your qualities and experience
- 24-27 vacation days depending on contract
- Pension scheme
- 13th month salary
- Individual Savings Contribution (BIS), of your gross annual salary
- 8% Holiday payment
- Personal growth and challenging work with endless possibilities
- An informal working environment with innovative colleagues
- Work Agile, so new ideas come to life faster
With 60,000 employees and operations in approximately 40 countries, there is no shortage of opportunities for people with initiative who want to help people take a step ahead in life and in business. Do you want to work at the cutting edge of what's possible and at the same time ensure you work with integrity and hold the customer's interests at heart? Do you want to be surrounded by progressive, inspiring, diverse and supportive colleagues? Then there is no better place to invest your talents than at ING. Join us. Apply today.
Omschrijving
You will take responsibility for developing methodology based on best practices, academic research, and extensive analysis of the model-related regulatory frameworks, with applications in credit risk and market risk
Role & Responsibilities
- You will play a crucial role in the further development and maintenance of financial risk models, assuring compliant methods in line with all regulatory updates, as well assteering and advising the front office colleagues when taking Financial risk decisions
- You will set up methodology related aspects in the scope of the team
- You will define and implement bank-wide credit risk modelling methodology, with a specific focus on data consumption
- You will lead the effort towards structural improvements in the data delivery process by improving the methodology for calculating derived data fields
- You will lead the effort towards improving the quality of data used for model development and monitoring processes.
- You will be the single point of contact regarding data quality in model development.
- You will set detailed requirements for data delivering stakeholders, support development and testing of automation tooling for model development and monitoring .
- You will communicate and cooperate with the key stakeholders in Global Data Management and COO Risk & Finance
- You will collaborate with your expertise to regulatory and internal projects
How to succeed
- MSc degree or PhD in mathematics, physics, econometrics
- Experience with development of (credit) (risk) models
- Excellent knowledge of statistics and/or mathematics
- Excellent knowledge of programming, preferably in SAS Base, SAS Macro Language, SQL, VBA and Python
- Experience with risk modeling and business tooling, specifically SAS EG, MS Access, MS Excel, SharePoint
- Experience with (central) data gathering and processing
- Knowledge of banking and financial industry, financial and lending products, and processes
- Experience in being a sparring partner/advisor to senior management
- You have strong analytical and problem-solving execution skills
- You are an independent, creative and pro-active mind-set
- You have organizational skills to work in a structured way and maintain focus on the broader picture
- You have a focus on delivering pragmatic and feasible solutions
- Fluent English language skills
- You have skills to effectively communicate with stakeholders (with non-technical background)
We want to make sure that it's possible for you to strike the right balance between your career and your private life. You can find out more about our employment conditions at
The benefits of working with us at ING include:
- A salary tailored to your qualities and experience
- 24-27 vacation days depending on contract
- Pension scheme
- 13th month salary
- Individual Savings Contribution (BIS), of your gross annual salary
- 8% Holiday payment
- Personal growth and challenging work with endless possibilities
- An informal working environment with innovative colleagues
- Work Agile, so new ideas come to life faster
With 60,000 employees and operations in approximately 40 countries, there is no shortage of opportunities for people with initiative who want to help people take a step ahead in life and in business. Do you want to work at the cutting edge of what's possible and at the same time ensure you work with integrity and hold the customer's interests at heart? Do you want to be surrounded by progressive, inspiring, diverse and supportive colleagues? Then there is no better place to invest your talents than at ING. Join us. Apply today.