Market Risk Quantification Specialist
4 tygodni temu
Role Overview
We are seeking a highly skilled Market Risk Quantification Specialist to join our team at ING. The successful candidate will be responsible for validating IRRBB & ALM models used by ING in about 40 countries worldwide.
Key Responsibilities
- Model analysis and validation
- Writing validation reports
- Leading a small team of specialists and communicating with stakeholders
- Development of tools for automation of validation process
Requirements
- At least 6 years of experience in Asset Liability Management (ALM), Interest Rate Risk in the Banking Book (IRRBB), Economic Capital (EC), or generic Market Risk or Liquidity Risk
- Good knowledge of financial engineering, statistics, mathematics, econometrics, and/or probability
- Quantitative background, (MSc or PhD degree) in Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics, or Physics
- Ability to clearly, succinctly, and confidently express complex ideas, facts, and opinions
- Ability to identify hidden problems, analyze key information, and form intelligent connections in order to find appropriate solutions
- Ability to manage a small team of specialists
- Genuine passion for continuously improving
Desirable Skills
- Research mindset
- Knowledge of Python/SQL/QRM
- Certificates: FRM, PRM, CQF, BTRM or CFA
Language
English: C2
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