Credit Modeling Professional

5 days ago


Manila, National Capital Region, Philippines ING Full time

About Our Team

We are a dynamic and innovative team within the COO Risk department, dedicated to delivering exceptional results and driving business growth. Our team is passionate about credit risk modeling and analytics, and we are committed to staying ahead of the curve in this rapidly evolving field.

Job Description

We are seeking a highly skilled Business Analyst to join our team and contribute to the development of our credit risk models. As a Business Analyst, you will be responsible for analyzing data, providing insights and recommendations, and collaborating with stakeholders to implement solutions that meet the needs of our business.

Key Responsibilities

  • Analyze Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models and models to calculate the Loan Loss Provision (IFRS9).
  • Analyze the data required for various ESG risk models and prepare a design which can be implemented.
  • These models are used for measuring and managing Credit Risk at ING Bank. In particular, the models in scope are used for calculations of the Loan Loss Provisions (IFRS9) as well as the Economic and the Regulatory (Basel 3/Basel 4) Capital.
  • Provide advice on new developments on credit risk reference data and process change requests and guard the quality of these data.
  • Participate in meetings with model developers, senior management, internal & external audit.
  • Further intensify the collaboration in the full value chain.

Key Capabilities/Experience

  • A self-motivated individual with strong analytical skills and hands-on attitude.
  • Able to work independently, to coordinate own activities and to gather information from relevant stakeholders and willing to share knowledge and best practices in the team.
  • You are communicative, accurate and able to work with challenging deadlines.
  • You are a pioneer of the Orange Code and you recognize yourself in the corresponding behavior profile.
  • Excellent communication skills and ability to write clear reports in English.

Minimum Qualifications

  • Educated to Bachelor or Masters Level with strong Financial background, especially Banking field.
  • Understanding and knowledge of the financial risk in general and credit risk/credit risk modelling in particular.
  • 3-5 years of experience as a Business Analyst, with total work experience of 5 to 7 years.
  • 2-3 years' related work experience with credit risk models (PD/LGD/EAD/IFRS9).
  • General understanding of Environmental, Social, Governance (ESG) data is a plus.
  • Experience in working in an Agile/Scrum team is preferred.
  • Strong analytical and problem-solving skills.
  • Excellent communication skills with the ability to quickly build relationships with your stakeholders.
  • Knowledge of SAS tools used in banking (SAS Enterprise Guide, Enterprise Miner, SAS Viya) is a distinct advantage.
  • Understanding and knowledge of complex IT architecture.
  • Knowledge of data flows, building interfaces with different systems is a plus.
  • Able to understand and maintain reference data models.
  • Experience in data quality analysis would be an advantage.
  • Knowledge of testing, building test cases with a strong focus on automation of manual testing.
  • Quick absorber of complex information.
  • Proactive attitude towards tackling issues.
  • Has a customer focus and is result driven.
  • Team player but also capable of working independently.
  • Above all you have a proactive and learning attitude and strive to continuously improve the performance of the team.


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