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ING Direct  > offerta di lavoro n. 241936

immagine: lavoro con ING Direct

Risk Modeler

>

contratto
Assunzione alle dipendenze

durata
Tempo indeterminato

regime orario
Full time

luogo di lavoro
IT Lombardia, Milano

area professionale
Banking, Insurance

livello professionale
Junior

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Descrizione della posizione

Complete targeted quantitative analyses and build components of advanced models across the spectrum of Risk management (mainly but not limited to Credit, Market and Operational risk).

Develop, monitor and implement no regulatory financial and not financial risk models to ensure state-of-the-art adherence.

Apply advanced analytic and quantitative tools, statistical modelling techniques and data mining procedures to derive business insights and solve complex business problems.

Develop components of statistical models writing and developing s (e.g., SAS s, Python) to improve Risk management decision making (e.g. scorecards). Contribute to the development of advanced analytics knowledge bank wide, teaming up with other analytical units cross border.

 

Key Responsibilities:

  • Financial risk modelling: Fully responsibilities for development and maintenance of not regulatory models for measuring and managing Credit and Market risks ensuring adherence to ING’s modelling standards and guidelines. Also, improving the measurement and monitoring of existing models.
  • Advanced analytics: Apply advanced analytics and quantitative tools, statistical modelling techniques, and data mining procedures to derive business insights and solve complex business problems and set up data sets and databases for implementation.
  • Ad-hoc Analysis: State-of-the-art quantitative analyses across the risk management spectrum of ING Bank Italy. Activities include tool building, implementation, and maintenance. Providing comprehensive quantitative analyses to be used as a basis for implementing risk-based decision frameworks and for making strategic decisions.
  • Communication: Communicate (in Italian and English) complex ideas effectively to enable decision making.

 

Educational Qualifications:

  • Academic degree (MSc), preferably in econometrics, engineering, statistics or mathematics.

 

Experiences:

  • Minimum 3 years of hands-on experience in analytical services, quantitative modelling and/or validating oriented toward risk management in the banking sector.
  • Demonstrated understanding of financial mathematical techniques, risk measures, statistics, applied mathematics, and/or finance with practical experience in using SAS / SQL / R / PYTHON etc.
  • Proven track record of working in quantitative teams.
  • Demonstrated ability to employ advanced econometric or statistical methods in practice, including a working knowledge of machine learning techniques, and solid data handling skills.

 

Personal Characteristics:

  • Ability to work collaboratively in a team environment.
  • Must possess an energetic, self-motivated work ethic.
  • Effectively communicate with many levels.
  • Proven to perform under pressure.
  • High ethical standards, honesty, integrity.

 

Skills:

  • Demonstrated ability to employ advanced econometric or statistical methods in practice, including a working knowledge of machine learning techniques, and solid data handling skills.
  • Deep experience with analytical software (especially R or SAS), solid working knowledge of ing languages (e.g., Python), and database experience (SQL) are beneficial.
  • Ability to communicate complex ideas effectively – both verbally and in writing – in English.

 

Knowledge:

  • Excellent in SAS/SQL and Python/R, other languages (e.g. Java, Spark) are a plus
  • Advanced user of econometric methods – regression models, machine learning, etc.
  • Scripting
  • Mathematics
  • Agile way of working

 

Duration: Permanent

Location: Milan, Italy

Avvertenze

La presente inserzione è pubblicata allo scopo esclusivo di raccogliere candidature in relazione ad opportunità di lavoro o formazione effettivamente esistenti presso la nostra azienda o presso società controllate o partecipate. È pertanto esclusa qualsiasi finalità di intermediazione. La ricerca è rivolta a candidati di entrambi i sessi (L.903/77). I dati saranno trattati ai sensi del Regolamento UE 2016/679.
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