Senior Model Developer

Experteer Overview

In this role you will contribute to the end-to-end development and validation of credit and ESG risk models to support ING's corporate lending activities. You will work with cross-functional teams and supervisory bodies to ensure robust, regulatorily compliant models. The position emphasizes collaboration, analytical problem-solving, and a strong focus on model governance and monitoring. You will help drive advanced modelling initiatives that impact risk strategy and oversight across the bank.

Retribuzione / Benefits

• Support the full model development lifecycle: methodology definition, data collection and analysis, development, calibration, documentation, and monitoring
• Contribute to initiatives required by supervisory authorities or internal/external auditors
• Coordinate and collaborate on testing, validation, and production release activities
• Collaborate with front office, Risk Management, Model Risk Management, and auditors throughout the model lifecycle
• Perform portfolio and deep-dives analyses to support both business-as-usual model usage and ad-hoc initiatives needing advanced model expertise

Responsabilità

• At least 4 years of experience in credit risk model development (AIRB, IFRS9) or ESG
• Master's degree or PhD in relevant fields
• Strong knowledge of Basel framework and IFRS9
• Knowledge of ESG modeling topics (e.g., Double Materiality, ESG risk factors) is a plus
• Experience with supervisory authorities (ECB/EBA) is valued
• Extensive experience with data modelling and coding tools (Python, R, SAS) and familiarity with GenAI tools
• Strong communication skills with Senior Management exposure
• Excellent analytical and problem-solving capabilities; strong execution
• Creative and innovative mindset; team player
• Fluent in English