Market Risk Model Validation Specialist (ALM / IRRBB) [rekrutacja online]

2020-12-24 ING Tech Poland Warszawa
Market Risk Model Validation Specialist (ALM / IRRBB) [rekrutacja online]
Miejsce pracy: Warszawa


Join the best ALM / IRRBB validation team in Poland, where you will have a possibility to explore and challenge top-notch models and work with world-class experts in the field. We specialize in modelling the interest rate risk in the banking book such as behavioral, interest rates, valuation, replication/hedging and risk measurement models.

 

We are looking for you if:
  • You have at least 2-4 years of experience in model development or model validation in the area of Market Risk, Asset and Liability Management (ALM), Interest Rate Risk in the Banking Book (IRRBB).
  • You have knowledge of regulations associated with managing the interest rate risk and model validation.
  • You have a quantitative background, (MSc or PhD degree) in e.g. Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics or Physics.
  • You communicate in English fluently, both verbally and in writing.
  • You know programming languages: Python, Matlab, R.
  • You have a genuine passion for continuously improving.
You will get extra points for:
  • Experience in Agile.
  • Experience with adequate, effective stakeholder management, as well as auditors, regulators and onsite inspections.
  • Certificates: FRM, PRM, CQF or BTRM.
Your future duties:
  • Performing high quality validations and summarizing your conclusions in well-written validation reports that bring value to our stakeholders. You align with e.g. model developers, senior management, auditors, ECB.
  • Keeping abreast with the latest ALM / IRRBB developments and visiting/presenting at conferences.
  • Improving our coding libraries used for model validation.
We offer:
  • A position where you will be empowered to have a true impact on ING’s future model landscape and contribute to further implementing our innovative Think Forward strategy.
  • An exposure to world-class models in the area of IRRBB/ALM.
  • A competitive salary tailored to your skills, competences, experience and performance.
  • A flexible work environment, with the possibility of working from home.
  • Time and support for personal development, including courses.
  • An innovative, expanding working environment, also internationally, creating ample opportunities for further development.
  • A progressive way of working according to the Agile method, so that new ideas come to life incrementally.
Information about the squad:
  • The IRRBB Model Validation chapter is currently expanding to its target size of 10 members.
  • The chapter is located in Warsaw and will work closely with the headquarter in Amsterdam.
  • The chapter is part of ING’s global Model Risk Management domain (MoRM), which consists of multiple Model Validation teams (i.e. “chapters”, each focusing on a main risk area(s)) and Model Risk Oversight, located both in Amsterdam and Warsaw.
  • ING is a global and highly innovative market player and IRRBB Model Validation is a Global function across two location responsible for validating Global models.
  • contract of employment
    type of contract
  • 8:00 - 18:00 (8 h)
    work hours
  • Zajęcza 4, Warsaw
    this is the location of our office
Your development
  • professional development
  • certificates and knowledge development
  • training budget
  • access to the newest technologies
  • international projects
  • free English courses
Your health, well-being and family
  • provate medical care
  • 50% funded Multisport Card
  • bicycle parking
  • chillout rooms
  • integration events and Stay Fit program
Working conditiions
  • stability of employement
  • fully equipped workstations
  • kitchen
Uprzejmie informujemy, iż skontaktujemy się z wybranymi kandydatami.

Jeżeli w przyszłości, chciałbyś/chciałabyś brać udział w innych rekrutacjach prowadzonych przez ING Business Shared Services B.V. sp. z o.o. Oddział w Polsce z siedzibą w Katowicach, potrzebujemy Twojej dodatkowej zgody: „Wyrażam zgodę na przetwarzanie moich danych osobowych na potrzeby przeprowadzenia przyszłych rekrutacji.”

W przypadku wyrażenia zgody na przetwarzanie Twoich danych osobowych na potrzeby przyszłych rekrutacji informujemy, że będą one wykorzystywane przez okres 2 lat. Wszystkie informacje dotyczące przetwarzania Twoich danych osobowych znajdziesz tutaj.

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