Head of Regulatory Modelling

  • Competitive
  • Brussels, Bruxelles-Capitale, Belgium Brussels Bruxelles-Capitale BE
  • Permanent, Full time
  • ING
  • 22 May 18 2018-05-22

Head of Regulatory Modelling

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!