Senior Model Development Lead
3 tygodni temu
Risk Modelling Expertise
We are seeking a seasoned professional to lead our Model Development team in the field of Interest Rate Risk in the Banking Book (IRRBB). As a Chapter Lead in IRRBB Modelling, you will be responsible for managing a team of 5-10 professionals in developing, testing, and monitoring IRRBB models.
Key Responsibilities
- Leading projects related to risk model life-cycle
- Managing a team of 5-10 people
- Planning, coaching, assessing, and professionalizing your team members
- Recruiting and onboarding new talents
- Supporting your team in development, testing, and monitoring of IRRBB models
- Maintaining high-quality team results and establishing standards for models monitoring
- Interacting with stakeholders
- Setting standards for developing, innovating, and safeguarding craftsmanship/knowledge in the field of expertise
About the Squad
The Model Development department is an international team of 300 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM, and operational risk models. The Risk Hub Model Development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam.
Requirements and Preferences
- At least 8 years of experience in market risk management and/or statistical modelling
- Excellent verbal and written communication skills in English
- Experience with statistical programming (Python is preferred) and building automated solutions for modelling
- Professional certification FRM/PRM/CFA or CQF
- Strong analytical and problem-solving capabilities
- Independent, creative, and pro-active mindset
- Keen on innovation
- Analytical and critical attitude
- Experience with building standards and templates for annual models monitoring
What You Will Get
As a Chapter Lead in IRRBB Modelling, you will have the opportunity to apply and broaden your experience in management of risk modelling topics, using state-of-the-art modelling methods, tooling, and data processing technologies.
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