Market Risk Capital Analyst - Financial Risk

We are looking for you if:

• You have knowledge of risk management and financial products (over 6 years)
• You are fluent in English
• You have academic level, preferably in a quantitative specialization
• You have demonstrable knowledge in IRRBB(it’s considered as a strong plus)
• You have been working with presentations and you have the ability to present complex content in an easy and transparent way

Additional skills:

• Strong analytical and quantitative skills (the breakdown of complex issues in manageable pieces)
• Good communication skills
• Able to identify problems independently and to solve them with the help of experienced staff, also involving the appropriate parties
• Result-driven and able to push things forward in a persistent and constructive manner
• Able to manage different stakeholders and navigate different cultural environments
• Decisive and resilient
• Changeable and flexible, able to act swiftly in changing situations
• Well structured, autonomous, highly adaptive, flexible team player
• Thrive while working in a fast-paced, dynamic environment

Your responsibilities:

• As the model owner of Market Risk Capital models for the Banking Books, responsible to initiate, assess model redevelopments and enhancements
• Be in the lead for Market Risk Capital Usage (example: use for balance sheet steering) topics
• Provide guidance and advise to Senior Management and all stakeholders on Market Risk capital
• Be the center of expertise for the Market Risk Capital Frameworks for the Banking Books.
• Support and improve the Capital Risk Appetite and limit setting, allocation and monitoring
• Global oversight of Financial Risks within the Bank
• Be in the lead for different global financial risk related projects
• Coordinate, challenge & perform in-depth financial risk analyses and assessments
• Follow, interpret and execute developments/ requirements by regulators in the fields of Market Risk Capital for the banking book.

Information about the squad:

• The Financial Risk (FR) department is a head office function that sets and control financial risk strategy across the organization. The department provides strategic guidance on financial risk (market risk and liquidity risk for the balance sheet), safeguards regulatory compliance and is the model owner for market risks in both banking and trading books. Market Risk Capital & Analyses team is the model owner responsible for the Market Risk Economic Capital models and Market Risk Regulatory Capital models of ING.