Market Risk Quantification Specialist

4 tygodni temu


Warszawa, Mazovia, Polska ING Pełny etat

Job 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

Preferred Qualifications

  • Research mindset
  • Knowledge of Python/SQL/QRM
  • Certificates: FRM, PRM, CQF, BTRM or CFA

Language

English: C2



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