- You are a 5th year student or a recent graduate in the field of Quantitative Finance, Econometrics, Mathematics, Statistics, Physics, or another quantitative/numerical field.
- You are a professional who wants to build her/ his career in the field of quantitative finance.
- You would like to learn about models and methods used in the area of market risk and counterparty credit risk and gain some practical experience from leading practitioners in that field.
- You would like to work in an international environment focused on creativity and modernity.
- You speak and write English at good level (B2 or above).
- Knowledge of key market risk concepts (VaR, Monte Carlo simulation, bonds, options).
- Knowledge of programming (Python).
- Strong analytical, problem-solving, communication and execution skills.
- An independent, creative and pro-active mind-set.
- The ability to challenge the status quo.
- Great team player.
Risk Hub Warsaw was created as a part of central risk team currently located in Amsterdam. We are responsible for validating market risk, counterparty credit risk and valuation models for trading books used by ING worldwide. By bringing in our expertise we assure that models are appropriate for intended use, compliant with internal policies and external regulations and its limitations are well understood by the organization. Our goal is to ensure a strong modelling landscape within ING Group.
During the 6 months at Risk Hub you will start with intensive 1 week bootcamp that will familiarize you with the practical issues related to market and counterparty risk modelling. Then you will get a chance to work with experienced validators from Warsaw and Amsterdam on real life validation project. The best of you will be offered with a permanent work contract.
- contract of employment
type of contract - 7:00 - 9:00 - 15:00 - 17:00
work hours - Zajęcza 4, Warszawa
this is the location of our office
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
- kitchen