Risk Model Oversight Expert

Overview

In this role you will lead Group-level oversight of regulatory credit risk models (IRB and IFRS 9), advising senior Risk Management and Model Development teams while applying independent technical judgment on model risk and supervisory expectations. You will coordinate changes, reviews and governance with internal stakeholders and external regulators, including the ECB and auditors. You’ll work with a cross-functional, international team on complex regulatory and modelling challenges to ensure alignment with Group standards. This role offers a meaningful impact on bank-wide risk governance and regulatory compliance.

Retribuzione / Benefits

Super flexible smart working

Competitive base salaries

Diverse cultures & innovative mindsets

International environment

Commitment to sustainability

Training and development opportunities

Responsabilità

Oversee changes to regulatory credit risk models and rating systems at Group level, acting as advisor and controller

Perform advisory and quality-assurance reviews of IMIs and on-site inspections, coordinating submissions, presentations and Q&As

Manage senior internal and external stakeholders (ECB, external auditors) across the model lifecycle

Represent ING in IMIs, on-site inspections and regulatory discussions related to credit risk models

Requisiti fondamentali

Master's degree

6–12 years of experience in credit risk modelling, supervision or closely related fields

Broad hands-on expertise in credit risk modelling with IRB and IFRS 9 frameworks understanding

End-to-end perspective of the regulatory credit risk model lifecycle

Strong knowledge of capital requirements regulation, credit risk policies and model risk frameworks

Strong quantitative judgment and ability to assess analyses with supervisory context

Effective communication with senior stakeholders and supervisory authorities

Effective communication with senior stakeholders

Pragmatic policy and methodology development

Independent thinking with supervisory mindset

Credit risk modelling (IRB, IFRS 9)

Statistical depth and quantitative analysis

Model governance and risk management