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Job Description
To support the Integrated Risk team, your main tasks will be to:
- Learn and familiarize yourself with current credit risk models (Probability of Default, Exposure at Default and Loss Given Default), standards, policies, as well as the model lifecycle.
- Understand the various model inputs (Risk Drivers) and their impact on the model output.
- Work on the data preparation for model monitoring & validation and actively contribute to the current ABT project (Groupwise project to standardize and automatize the monitoring and validation of the models).
- Define the data quality checks to be applied according to ING Group data quality standards. Contribute to the creation of the Data Quality Dashboard.
- Participate in the day-to-days activities of the Modeling team.
- Participate in the evolution and improvement of processes.
Competencies / Behaviour
- Good analytical skills.
- Good knowledge of statistical modeling and/or Database Management System (DBMS).
- Skills in SQL (Oracle). Any other programming languages will be considered as an asset.
- Good organizational skills and ability to summarize.
- Sense of responsibility and reliability.
- Education at Bac +4/+5 level with an economic, statistical or IT orientation.
- First experience in banking and/or credit will be considered as an asset.
- Fluency in English is mandatory. Fluency in French will be considered as an asset.
With over 900 employees in the Grand Duchy and thanks to the combination of our local presence and the strength of a robust multinational like ING, we offer our business customers a wide range of solutions through the channel of their choice.
ING is a global bank with a strong European base. 53,000 employees serve around 38.4 million customers, corporate clients and financial institutions in over 40 countries. Operating in the Grand Duchy of Luxembourg since 1960 as a universal and accessible bank, our products include savings, payments, investments, loans and mortgages for private banking customers, whom we sever serve online and through our network of branches. For our Wholesale Banking clients, we provide lending, sustainable finance, payment & cash management and fund services.
, ING Bank
Key Skills
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