Advanced ALM Modeller for ING Hubs Poland
6 dni temu
Job Overview
We are seeking an experienced Advanced ALM Modeller to join our team at ING Hubs Poland. This is a unique opportunity to work on cutting-edge models that drive business success.
About the Role
The successful candidate will be responsible for leading quantitative analysis, contributing to project planning, improving model methodology, and implementing and developing tools using Python.
Key Responsibilities
- Leading quantitative analysis and contributing to project planning;
- Improving model methodology and implementation;
- Developing tools using Python;
- Assessing model performance through backtesting, monitoring, and benchmarking;
- Providing technical reporting, including model documentation.
Requirements
The ideal candidate will have a strong academic background in econometrics, quantitative methods, statistics, mathematics, or physics, with a minimum of 3 years of experience in IRRBB. They should possess sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and sources, as well as experience in modelling interest rate risk in the banking book.
Desirable Skills
- Experience in developing and/or validating behavioural models, such as prepayment models, replication (hedging) models, or knowledge of advanced statistical techniques like Monte Carlo simulations;
- Experience with databases, data modelling, data preparation, and data quality control;
- Familiarity with Azure Pipelines & Repos and design patterns, SOLID principles.
Benefits
We offer a competitive salary, estimated to be around €70,000 - €100,000 per year, depending on experience, plus benefits such as private medical care, sports activities, foreign language classes, professional training & courses, remote work opportunities, flexible working time, integration events, coffee/tea, leisure zone, and extra social benefits.
About Us
ING Hubs Poland is an international team of highly qualified professionals, specializing in the development and management of credit, market, and operational risk models. As a member of our team, you will have the opportunity to gain further experience in ALM modelling topics, using state-of-the-art modelling methods, tooling, and data processing technologies.
Estimated Salary: €80,000 per year
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