Aware of growing credit risk concerns among investors, the US bank has tentative plans to roll out its credit option-adjusted model of relative value in December, Raja Visweswaran, London-based head ...

The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading risk, and economic capital models for ING.

Derivatives pricing in at least on of the following asset classes: Interest Rate & Inflation, FX, Credit, Equity, Commodities and/or XVA, including model implementation in Python or C++; ...