|Job Type:||Full Time|
At ING we’re delighted that we’re the most recommended bank within Australia. Our Risk team is fundamental to that as they provide us with the parameters to ensure we’re operating in a responsible and reputable way.
Our Risk team is growing and we currently have multiple positions available for junior and more experienced Credit Risk Modelling professionals. In this role, you will assist multiple portfolios covering Basel, Stress Testing, Provisioning and Scorecard in the validation and maintenance of retail credit risk models. You will be responsible for validation of retail and non-retail credit risk models, including; IRB, scorecards, provisioning, stress testing and economic capital
What are you going to do? You’ll be…
- Developing IRB – PD , LGD & EAD models in accordance with Australian and European regulations
- Developing IFRS 9, stress testing models, credit decision models
- Visualizing the risk in the balance sheet and measure its development against predefined trigger points
- Developing methodologies to translate a scenario into risk measures like losses, capital for operational risk, market risk and credit risk, working with finance to consider the business impact
- Developing methodology for reverse stress testing
- Building, verifying and publishing various internal and external reports such as Board Report, CRO Report, Pillar 3 Reports
What are we looking for? Someone who has…
- Proven experience in a risk analytics or reporting role
- Intermediate/advanced SAS and SQL knowledge – or similar tools
- Knowledge of risk related regulations such as CRR, CRD IV, APS 110, APS 113
- Strong analytical, problem solving skills
- Tertiary qualification with a financial focus (Finance/Econometrics/Commerce)
At ING, we want to make life simpler and more worthwhile - for everyone who banks with us, for the people who work with us, and the community at large, too.
When you come to work at ING, you're joining a team where individuality isn't just accepted, it's encouraged. We've built a culture that's fun, friendly and supportive - it's the kind of place where you can be yourself and make the most of whatever you have to offer.
We give people the freedom to take risks, think differently, take ownership of their work, and make great things happen. We're here to help you get ahead. And with our global network, there's plenty of scope to take your career in new directions, perhaps even ones you've never considered.
People of all ages, sexual orientations, cultures and backgrounds are welcome to apply - likewise if you're living with a disability, or you have family or caring responsibilities.
Sound like the kind of place you'd feel at home? We'd love to hear from you.