Cross Model Analytics Model Developer

The Bank-wide Credit Risk Models department at ING is seeking a Cross Model Analytics Model Developer to coordinate and support the model development and maintenance environment. This role focuses on non-IRB credit risk models related to Wholesale Banking, including feeder models, IFRS9, and Economic Capital frameworks. In this position, you will translate complex business needs and stringent regulatory requirements into dedicated mathematical approaches across all stages of the Model Life Cycle (MLC). Daily responsibilities include analyzing end-to-end design approaches at the model-component level, safeguarding the credit risk environment from external impacts, and defending design choices to internal and external stakeholders. You will collaborate closely with cross-functional contributors to ensure model performance, robustness, and compliance. To succeed, candidates must possess technically mature credit risk modeling skills and have a solid foundation in quantitative disciplines such as Mathematics or Economics. The technical stack requires proficiency in SAS programming alongside experience with credit risk methodologies, framework validation, and risk metrics like Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) within Wholesale Banking contexts.