ING DBNL is looking for a Quantitative Credit Risk Specialist to strengthen the Predictive Analytics team within the Credit Risk Management department (CRM).
Predictive Analytics is responsible for the (co-)development and management of regulatory and non-regulatory Credit Risk models with state-of-the-art modeling methods, tooling and data processing technologies.
These models are core to the success of ING and they are applied for different purposes, amongst others to determine capital adequacy, loan loss provisions but also credit decisions and in-life & problem management of loans.
The position offers excellent opportunities to broaden your model development, data management, and organizational skills within an Agile set up.
We are looking for someone with very strong analytical background, experienced with IRB rating system development / methodologies as well as Credit Decision Models (e.
g. scorecards, EWS) and Model Life Cycle. Technical skills should include very good SAS programming skills and experience with SAS E-miner or Python is a strong plus.
This person should have soft skills such as strong communication and presentation skills, self-starter, autonomous, good team player, organized (e.
g. documentation, scripting), creative / design thinking and agile.
The core task is to make an analytical contribution in maintaining a healthy lending portfolio in the near and far future.
Your role will be to :