CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Head of Regulatory Modelling [Normal contract, 100%, Brussels] Your role & work environment
You are responsible with the team to develop, maintain, monitor the regulatory models that are used by the bank to calculate the risk weighted assets and the loan loss provisions. These models cover the retail and SME portfolios of ING Bank and Record Bank. You are also responsible the daily/monthly data processes that relate to the models in scope, including DQ controls. Your team is part of the Risk Department, Risk Intelligence team. Your key responsibilities Development and maintenance of regulatory models Data processing
Monthly rating calculations
Monthly data gathering for LGD & EAD modelling
Processing of risk parameters (like default, days past due and forbearance) Stakeholder management :
Discuss with local stakeholders in Credit risk Department and Front office organisation
Discuss with Group departments, involved in the Modelling process
Discuss with Regulators, Auditors and CAS
We look for A colleague with a talent for taking it on and making ithappen, enthusiasm for helping others to be successful and a knack for always being a step ahead. In other words, you strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment. You are a naturally collaborative person who listens and invests in others to achieve common goals. You love to challenge the status quo and are eager to propose creative solutions to problems. As a Head of Regulatory Modelling, you will also need:
Master in Applied Sciences, Mathematics, Economy or Statistics
At least 5 years of experience in the domain of Regulatory credit risk models
Knowledge of Regulations related to credit risk measurement
Good knowledge of NL/FR/EN is required as well as good written and oral communication
Strong analytical profile
Excellent knowledge of SAS tooling is required (SAS E-miner, E-Guide)
A very result oriented mindset and able to manage several high priorities
We offer you A clear purpose, a unique offer and a range of flexible compensation and other benefits:
Personal growth & challenging work with endless opportunities to realise your ambitions
An informal, dynamic environment with innovative colleagues supporting your endeavours
A progressive and agile way of working, where new ideas are valued ahead of convention
Furthermore, within the Risk Intelligence & provisioning department, you can count on a range of opportunities to invest in your personal and professional growth with:
Dynamic environment with a lot of change programs
Good opportunities to develop stakeholder management skills
We redefine banking. What about you? There has never been a more interesting time to work at ING. We're on a journey that's centred around our customers, powered by technology and driven by smart, determined people. Our customers feel our people are empowering them to stay a step ahead in life and in business. We're proud of that!