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Market Risk Model Validation Specialist (ALM / IRRBB) [rekrutacja online]
ING Tech Poland
Warszawa
rekrutacja online
35 dni temu
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
We kindly inform you that we will get in touch only with the chosen candidates.

If you agree for processing your data for future recruitment offers, we will keep the data for a year.

All information concerning the way we process personal data can be found here here.

Poznaj

ING Tech Poland

ING Tech Poland

Poznaj wyjątkowy charakter naszej firmy oraz ludzi tu pracujących, dzięki którym zmieniamy świat.

ING Tech Poland dostarcza innowacyjne usługi IT oraz usługi operacyjne dla ING na całym świecie. Nasza główna siedziba mieści się w Katowicach. Posiadamy również oddział w Warszawie. W zakres naszych usług IT wchodzą: bezpieczeństwo IT, hosting, usługi zdalne oraz aplikacyjne. Usługi operacyjne ostarczane są przez dwie jednostki: RiskHub (Warszawa) oraz CardsHub (Katowice). RiskHub jest naszym Centrum Wiedzy Eksperckiej kształtującym przyszłość modelowania ryzyka i analizy danych w Polsce. Z kolei CardsHub odpowiada za cały cykl życia kart płatniczych, zarówno w zakresie technologicznym, jak i operacyjnym.

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