Lead ALM Risk Model Development

ING Hubs Poland is hiring!

The expected salary for this position: 17 300 - 28 000 PLN gross

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

We are looking for you, if you have:

• 6+ years of experience in financial risk management, supervision, or related fields

• Broad expertise across market risk modelling, statistics, combining strong technical background with domain expertise

• Extensive experience in steering / managing / organizing teams of experts over short/medium timescales

• Quantitative background, i.e., a MSc or PhD degree in e.g. (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics

• Sound knowledge of statistical inference and econometric methods

• Sound knowledge of Python programming language

• Extensive knowledge of interest rate modelling

• Good understanding and interpretation of regulatory ALM risk policies, attention to detail and accuracy

English level - C1

You'll get extra points for:

• Experience in being a sparring partner/advisor to Senior Management

• Professional certification FRM/PRM/CFA or CQF

• Contribution to solving ECB findings

• Knowledge of and experience with SOT regulatory models (NII, EVE)

• Knowledge of EBA IRRBB/CSRBB Guidelines and Regulatory Technical Standards on SOT

Your responsibilities:

• Managing the work of a team of 8+ quantitative experts

• Steer and lead senior experts in model development and monitoring

• Collaborate within Market & Operational Risk Model Development on roadmap delivery, including model development, change, monitoring, as well as solving Model Validation, Audit, and ECB findings

• Support Business, Finance and Risk domains by maintaining, creation, and roll-out of interest rate curves and indices

• Support the maintenance and roll-outs of ALM & Operational Risk models on an in-house modelling platform

• Build, grow and lead team of senior experts, motivate, recruitment / hiring / talent development of scarce senior regulatory / model experts

Information about the team:

Market & Operational Risk Model Development is an international, global team (more than 35 risk experts) located in Amsterdam and Warsaw. The key responsibility is development of robust ALM & Operational risk models supporting regulatory compliance and risk management of ING.

The role naming convention in the global ING job architecture will be "Chapter Lead Model Development II".

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.