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Enter the world of ING Tech Poland. Join the team of professionals and implement with us international IT projects.

Every day we work with the finest technologies: Linux, RedHat, Docker, Puppet, Kafka, Zerto, NGNIX, GitLab, Angular, Tomcat, Hadoop, Nessuss, Java, Apache, ServiceNow, ElasticSearch, Vmware, .Net and many more. The possibility of working with modern technology gives great satisfaction. Besides, it gives you a lot of experience.

Results (20)

  • Expert Economic Capital Credit Risk modelling

    An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field, Sound knowledge of statistical modelling and econometric methods, Experience with statistical programming (e.g. Python, R, SAS), At least 5 years experience with Economic Capital credit risk model development and/or validation, Experience with developing and/or validating credit risk models (PD, LGD, EAD), Knowledge of financial regulation (Basel, EBA, IFRS9)

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  • Expert Operational Risk Modelling

    An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field, Sound knowledge of statistical modelling and econometric methods, Experience with statistical programming (e.g. Python, R, SAS), At least 5 years of experience with Operational risk model development and/or validation, Knowledge of financial regulation (Basel, EBA, IFRS9)

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  • Senior Expert - ALM Modelling

    An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field, Sound knowledge of statistical modelling and econometric methods, Extensive experience with statistical programming (e.g. Python, R), At least 8 years experience with-Development and/or validation of behavioural models such as prepayment models-Replication (hedging) models, Good knowledge of financial regulation on IRBB (Basel, EBA)

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  • Expert - ALM Modelling

    An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field, Sound knowledge of statistical modelling and econometric methods, Experience with statistical programming (e.g. Python, R), At least 5 years experience with-Development and/or validation of behavioural models such as prepayment models-Replication (hedging) models, Knowledge of financial regulation on IRBB (Basel, EBA)

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  • Specialist - ALM Modelling

    An academic degree (BSc or MSc) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field, Sound knowledge of statistical modelling and econometric methods, Experience with statistical programming (e.g. Python, R), Experience with Development and/or validation of behavioural models such as prepayment models or Replication (hedging) models

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  • Junior Specialist - ALM Modelling

    An academic degree (BSc or MSc) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field, Sound knowledge of statistical modelling and econometric methods, Experience with statistical programming (e.g. Python, R)

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  • Senior Expert Credit Risk Modelling

    An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field, At least 8 year experience in at least one of the following topics, and extensive knowledge of the other topics: Client behaviour risk modelling (loan prepayments, savings volume behaviour) Credit risk model development and/or validation, regulatory (Basel/IRB, IFRS9) and/or non-regulatory (e.g. credit approval models)Portfolio replication, Economic Capital modelling o   Operational risk modelling, Sound knowledge of statistical modelling and econometric methods, Experience with statistical programming (e.g. Python, R, SAS), Knowledge of financial regulation (Basel, EBA, IFRS9)

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  • Specialist - Model Validation

    A degree (MSc or PhD) in a quantitative/numerical field, Advanced Programming experience in SAS or similar language, Knowledge of statistical tools and modelling techniques, Minimum of 2 years’ experience with credit risk models, Knowledge of either IRB or IFRS9 An analytical and critical attitude

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  • Junior Specialist - Model Validation

    A degree (MSc or PhD) in a quantitative/numerical field, Programming experience in SAS or similar language, Knowledge of statistical tools and modelling techniques, An analytical and critical attitude

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  • Specialist - Credit Risk Modelling

    An academic degree (MsC) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field, At least 1 year experience in at least one of the following topics: Client behaviour risk modelling (loan prepayments, savings volume behaviour), Credit risk model development and/or validation, regulatory (Basel/IRB, IFRS9) and/or non-regulatory (e.g. credit approval models), Portfolio replication o   Economic Capital modelling, Operational risk modelling, Sound knowledge of statistical modelling and econometric methods, Experience with statistical programming (e.g. Python, R, SAS)

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