ING Tech Poland

Expert - ALM Modelling

ING Tech PolandO firmie

ING Tech Poland

Zajęcza 4

Warszawa

Expert - ALM Modelling
Location: Warszawa
Nr;. Ref: /MB/HRC/CRM/KG8027

Must have:

  • An academic degree (MSc or PhD) in econometrics,  quantitative methods, statistics, mathematics, physics or a similar quantitative field ·       
  • Sound knowledge of statistical modelling and econometric methods ·       
  • Experience with statistical programming (e.g. Python, R) ·       
  • At least 5 years’ experience with
    • Development and/or validation of behavioural models such as prepayment models
    • Replication (hedging) models
    • Risk measurement and Economic CapitalKnowledge of financial regulation (Basel, EBA)
  • Knowledge of financial regulations (Basel, EBA)

Nice to have:

  • Experience with databases, data modelling, data preparation and data quality control is considered a plus     
  • Knowledge of stochastic interest rate model         
  • Professional certification FRM/PRM/CFA or CQF        
  • Knowledge of Risk Pro or QRM system 
  • Knowledge of and experience with advanced statistical techniques such as Monte Carlo, neural networks, boosted decision trees, etc.

How we work

At ING we follow the Agile approach, using flexible frameworks like Scrum for our daily work. We are innovative and we trust people we work with.

The Financial Risk Model Development department is an international team of 80 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. To further strengthen and develop the modelling capabilities, ING decided to setup Risk Hub in Warsaw.

The Risk Hub model development team will be performing model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam. The developed ALM models are core to the success of ING and include behavioural models (e.g. prepayment models) and replication (hedging) models.

The models are used by all local Risk Management units within ING. As an expert in ALM modelling, you will be given the opportunity to broaden your experience in ALM modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies. You will also have a chance to influence the direction in which the Risk Hub is developing.

You will play a leading role in the development of ALM models at ING, as an integral part of the group-wide financial risk modelling team. The models that you develop will cover all products and geographical regions in the ING Bank portfolio. ING’s lending activities reach all across the globe, from Europe to Australia.

contract of employment
type of contract
8:00 - 18:00 (8 hours per day)
work hours
ul. Zajęcza 4, Warsaw
this is the location of our office

Scope of duties

25%
  - Developing, improving,analysing and documenting ALM models
 
25%
  - Monitoring of models,backtesting and benchmarking
 
25%
  - Improving model developmentmethodology
 
25%
  - Advising management aboutmodelling topics
 

Other requirements

  • Strong analytical and problem-solving capabilities         
  • Communication and presentation skills, advanced level of English (C1 or above) 
  • Independent, creative and pro-active mind-set
  • Keen on innovation
Recrutment assistance:

Prosimy o przesłanie CV wraz z dołączoną zgodą na przetwarzanie danych osobowych oraz z podanym numerem referencyjnym /MB/HRC/CRM/KG8027 w temacie e-maila, za pomocą przycisku:

 

Uprzejmie informujemy, iż skontaktujemy się z wybranymi kandydatami.

Jeżeli w przyszłości, chciałbyś/chciałabyś brać udział w innych rekrutacjach prowadzonych przez ING Business Shared Services B.V. sp. z o.o. Oddział w Polsce z siedzibą w Katowicach, potrzebujemy Twojej dodatkowej zgody:  „Wyrażam zgodę na przetwarzanie moich danych osobowych na potrzeby przeprowadzenia przyszłych rekrutacji.”

W przypadku wyrażenia zgody na przetwarzanie Twoich danych osobowych na potrzeby przyszłych rekrutacji informujemy, że będą one wykorzystywane przez okres 2 lat. Wszystkie informacje dotyczące przetwarzania Twoich danych osobowych znajdziesz tutaj.

Must have:

  • An academic degree (MSc or PhD) in econometrics,  quantitative methods, statistics, mathematics, physics or a similar quantitative field ·       
  • Sound knowledge of statistical modelling and econometric methods ·       
  • Experience with statistical programming (e.g. Python, R) ·       
  • At least 5 years’ experience with
    • Development and/or validation of behavioural models such as prepayment models
    • Replication (hedging) models
    • Risk measurement and Economic CapitalKnowledge of financial regulation (Basel, EBA)
  • Knowledge of financial regulations (Basel, EBA)
Expert - ALM Modelling
Numer ref.: Nr;. Ref: /MB/HRC/CRM/KG8027

Nice to have:

  • Experience with databases, data modelling, data preparation and data quality control is considered a plus     
  • Knowledge of stochastic interest rate model         
  • Professional certification FRM/PRM/CFA or CQF        
  • Knowledge of Risk Pro or QRM system 
  • Knowledge of and experience with advanced statistical techniques such as Monte Carlo, neural networks, boosted decision trees, etc.

How we work

At ING we follow the Agile approach, using flexible frameworks like Scrum for our daily work. We are innovative and we trust people we work with.

The Financial Risk Model Development department is an international team of 80 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. To further strengthen and develop the modelling capabilities, ING decided to setup Risk Hub in Warsaw.

The Risk Hub model development team will be performing model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam. The developed ALM models are core to the success of ING and include behavioural models (e.g. prepayment models) and replication (hedging) models.

The models are used by all local Risk Management units within ING. As an expert in ALM modelling, you will be given the opportunity to broaden your experience in ALM modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies. You will also have a chance to influence the direction in which the Risk Hub is developing.

You will play a leading role in the development of ALM models at ING, as an integral part of the group-wide financial risk modelling team. The models that you develop will cover all products and geographical regions in the ING Bank portfolio. ING’s lending activities reach all across the globe, from Europe to Australia.

Scope of duties

25%
  - Developing, improving,analysing and documenting ALM models
 
25%
  - Monitoring of models,backtesting and benchmarking
 
25%
  - Improving model developmentmethodology
 
25%
  - Advising management aboutmodelling topics
 

Prosimy o przesłanie CV wraz z dołączoną zgodą na przetwarzanie danych osobowych oraz z podanym numerem referencyjnym /MB/HRC/CRM/KG8027 w temacie e-maila, za pomocą przycisku:

 

Uprzejmie informujemy, iż skontaktujemy się z wybranymi kandydatami.

Jeżeli w przyszłości, chciałbyś/chciałabyś brać udział w innych rekrutacjach prowadzonych przez ING Business Shared Services B.V. sp. z o.o. Oddział w Polsce z siedzibą w Katowicach, potrzebujemy Twojej dodatkowej zgody:  „Wyrażam zgodę na przetwarzanie moich danych osobowych na potrzeby przeprowadzenia przyszłych rekrutacji.”

W przypadku wyrażenia zgody na przetwarzanie Twoich danych osobowych na potrzeby przyszłych rekrutacji informujemy, że będą one wykorzystywane przez okres 2 lat. Wszystkie informacje dotyczące przetwarzania Twoich danych osobowych znajdziesz tutaj.

Other requirements

  • Strong analytical and problem-solving capabilities         
  • Communication and presentation skills, advanced level of English (C1 or above) 
  • Independent, creative and pro-active mind-set
  • Keen on innovation

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