Risk AI Data Scientist
INGAbout the role
We are looking for a Risk AI Data Scientist to drive the integration of advanced AI capabilities into the bank's overall risk management (out of which Credit risk model maintenance is one of them). In this role, you operate in the intersection of risk management practices (amongst which credit risk modelling), model lifecycle governance, and advanced AI (LLMs, NLP, Agentic workflows). You will not only build and steer these solutions; you will help design the cognitive layer of the bank's risk management environment, turning cutting-edge AI into production-ready, compliant solutions.
The team
The mission of Integrated Risk is focused on providing risk identification, aggregation and insight capabilities at Group level across the various Risk domains. The team department is using those capabilities across the various risk functions, to assume a general oversight of risk governance, policies and frameworks, and to steer group-wide model and implementation activities across locations.
The Bank-wide Credit Risk Models department is responsible for the management of Wholesale Banking (WB) IRB and IFRS9 and the Bank-wide Credit Risk Economic Capital models — including their development, monitoring, and advisory support to the business — in cooperation with relevant stakeholders. All the models in scope are groupwide, managed and developed centrally and consistently applied across all ING's locations.
Responsibilities
- Develop custom models by fine-tuning open-weights models (e.g., Llama, Mistral) on GCP GPUs to understand the specific nuances of risk management in wholesale/retail banking, credit policies, and financial risk (exploration, production and scaling)
- Evaluate and monitor GenAI systems in this context (e.g. hallucinations, quality, drifting)
- Architect Retrieval-Augmented Generation (RAG) systems to enable interaction with internal policy documents, regulations and other documentation in different formats with high precision
- Work with large-scale unstructured data (documents, PDFs, OCR) as a core part of the role
- Design and implement agentic AI workflows (e.g. LangChain/LangGraph) where AI components plan, reason, and execute multi-step tasks to support risk managers
- Build NLP pipelines to extract complex signals (e.g. transaction patterns, legal clauses) from unstructured text and convert them into usable features
- Write clean, modular Python code in Azure DevOps ensuring models are testable, reproducible, and ready for deployment
- Align with model suites across different risk domains to understand and create added value in AI-powered lifecycle management
How to succeed
We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious. Keep learning. Take on responsibility. In return, we'll back you to develop into an even more awesome version of yourself.
Education & experience
- Master's degree in mathematics, economics or equivalent
- 7+ year experience in risk management (experience with risk modelling is a plus)
Technical stack
Core
- Advanced Python, SQL, PyTorch/TensorFlow (SAS is an advantage)
GenAI & data capabilities
- HuggingFace (Transformers, PEFT), LangChain/LlamaIndex, Vector Stores (FAISS/Vertex Search), designing and optimising RAG pipelines
- Experience in manipulating and governing structured and unstructured data for risk management purposes
Platforms & engineering
- Google Cloud Platform (Vertex AI, Workbench)
- Strong experience with Azure DevOps (Git, Pipelines)
- Experience with end-to-end pipelines (data → model → deployment)
Way of working
- Experience working in Agile/Scrum teams
- You understand the "You Build It, You Run It" philosophy
Governance & mindset
- Knowledgeable on AI (risk) governance
- Out-of-the-box, inquisitive, strategic thinking
- Strong risk management mindset and technically fully mature credit risk modelling skills
- Strong communication skills (internally and externally), with the capability of translating complex matters into simple language
- "Make it happen" mentality
Rewards and benefits
- 25-28 vacation days depending on contract
- Pension scheme
- 13th month salary
- 8% Holiday payment
- Hybrid working
- Personal growth and challenging work with endless possibilities
- An informal working environment with innovative colleagues
About us
We're a global bank with a strong European base, and our more than 60,000 colleagues serve around 38 million customers and corporate clients in over 40 countries.
Joining ING means working with friendly and collaborative people towards making a positive impact on people and planet. We believe in empowering the people around us and our customers to stay a step ahead. Working here means having the autonomy to drive progress, helping to create superior customer value and contributing to our ambition of putting sustainability at the heart of everything we do.
Here, we're more than just a workplace – we're a community of innovators, problem-solvers, and forward-thinkers, dedicated to making a real impact. Whether you're just starting your career or seeking the next big challenge, we have opportunities that will inspire and push you to grow.
About ING
ING is a Dutch multinational banking and financial services company headquartered in Amsterdam. It operates as a global retail and wholesale bank with a strong European base, offering products such as savings, payments, investments, loans and mortgages to retail customers, and specialised lending, corporate finance, debt and equity market solutions, sustainable finance, payments and cash management, and trade and treasury services to wholesale clients.
Interested in this role?
Apply now to join ING.