Machine Learning Senior Credit Model Developer
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Qualifications
- an advanced degree (PhD or Masters) in a quantitative discipline such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field.
- excellent knowledge of classic machine learning methods : supervised and unsupervised learning, classification, regression, etc.
- experience in validation or development of credit risk models in a financial institution or related industry.
- analytical skills with the ability to describe models, effectively articulate and document model’s structure, logic and results.
- experience writing code in Python (R, SAS or other statistical programming language as a plus), data processing and advanced visualization.
- knowledge of credit risk management process, including application of credit risk models such as credit decision scorecards, early warning systems, collection systems, IRB, IFRS9 etc.
- English verbal and writing proficiency.
- knowledge of regulatory framework for credit risk management (IRB, IFRS9, etc.) and lending process.
- experience with the Agile way of working.
Responsibilities
perform development and periodical monitoring of credit decision models across global ING business lines and locations.ensure models are conceptually sound and appropriate.ensure model compliance with regulations, internal policies and industry best practices.collaborate closely with cross-functional teams including model validators, risk managers and business stakeholders, and promote best practices.stay up-to-date with industry trends and regulatory guidelines, in particular related to advanced analytics models to contribute to continuous improvement of credit decision models.Team Information
we are a fast growing, international team of experts developing non-regulatory credit risk models. As a part of a Risk Hub Model Development Area we focus on applying machine learning techniques to ensure credit-risk decision making is safe and reasonable to provide a relevant support for business growth.we are responsible for developing and monitoring advanced analytics non-regulatory models used by ING. On a daily basis, we collaborate with colleagues around the world and provide relevant expertise in credit risk models and driving their lending business.our goal is to ensure sustainable credit risk model performance. We strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment.gain visibility across global ING business lines, broaden programming skills, expand hands‑on skills in developing credit risk decision models, deep dive into model monitoring, learn best practices for compliance, develop collaboration skills, and stay up-to-date with industry trends and regulatory guidelines.How we work
using technical and business expertise we assure models are appropriate for intended use, compliant with internal policies and external regulations, and their applications are well understood by the organization.we run projects with an end‑to‑end attitude, taking care of final products meeting stakeholder objectives from initiation to finalization.we welcome enthusiasm, open‑mindedness and a pro‑active team‑player attitude.#J-18808-Ljbffr