Model Developer - Credit Risk Regulatory Modelling

Do you want to make an impact on the future of risk modelling?
At ING Belgium, we are looking for a Model Developer to join our Credit Risk Regulatory Modelling team. In this role, you will contribute to the development, maintenance and enhancement of regulatory credit risk models that support key business and regulatory decisions.
You will work in an international environment alongside highly qualified professionals and play an important role in ensuring the robustness and accuracy of ING's credit risk framework.
Your role
As a Model Developer, you will be responsible for the development and maintenance of models used to calculate Regulatory Credit Capital under Basel regulations and Loan Loss Provisions under IFRS 9.
You will:
Develop, maintain and monitor credit risk models, including PD, LGD, EAD and IFRS 9 models
Perform quantitative analyses and translate regulatory requirements into modelling solutions
Support the implementation and validation of models throughout their lifecycle
Prepare high-quality analyses and reports for senior management, Model Validation, Audit and regulatory authorities
Collaborate with a wide range of stakeholders across Risk, Finance and Business teams
Participate in discussions with internal and external auditors, Model Validation teams and the European Central Bank
We are looking for
A Master's degree or PhD in Econometrics, Mathematics, Statistics, Physics, Economics or another quantitative discipline
Experience in credit risk modelling, preferably within IRB and/or IFRS 9 frameworks
Strong analytical and problem-solving skills
Experience with SAS or other statistical programming languages
The ability to work independently while maintaining a collaborative mindset
Excellent communication and stakeholder management skills
A proactive, critical and solution-oriented attitude
Professional proficiency in English
What we offer
At ING, you'll have the opportunity to grow both professionally and personally in a challenging and dynamic environment.
We offer:
Challenging projects at the forefront of risk management and regulation
A collaborative and international working environment
Opportunities for continuous learning and development
An agile way of working where innovation is encouraged
Flexible working arrangements
A competitive salary package with a wide range of additional benefits
Ready to shape the future of credit risk modelling at ING? We would love to hear from you.