sharing the costs of sports activities
- Zajęcza 4, WarszawaWarszawa, Masovian
- Offer expired 11 days ago
- Remote recruitment
- contract of employment
- specialist (Mid / Regular)
Functional support of the calculation of Customer BehavioRal (CBR) and Economic Capital (EC) in QRM
You have experience in IRRBB / ALM and the related quantitative processes, preferably in the banking sector,
Strong analytical skills and the ability to create, challenge and improve risk monitoring techniques and measures,
Experience with ALM; Interest Rate & Liquidity Risk Management,
At least a university degree (e.g. finance, econometrics or similar quantitative study),
Good communication skills and a pro-active attitude,
Are able to communicate in English, verbally and in writin
Specific banking experience (ALM, Risk, Modelling, Data mngt, Reporting, IT),
Experience in Agile (Scrum) way of working.
What we offer
Certificates and knowledge transfer
Access to the newest technologies
Stability of employment
Fully equipped workstations
private medical care
sharing the costs of foreign language classes
sharing the costs of professional training & courses
video games at work
parking space for employees
Experience with QRM and SQL (development or configuration),
Like to work with a diverse group of stakeholders.
How we work:
You will work in one of the Functional Development teams. Within our teams we aim to develop new functionalities and methodologies for market risk management in one target platform - QRM. Our team looks to find the right balance between conceptual risk management and practical implementation.
Team objective is to enhance the “ING standard” configuration for the QRM roll-out in a location such that it enables us to report and calculate the core Risk figures in QRM (NII- and [email protected]). When joining the team you will work on the support of the calculation of Customer BehavioRal (CBR) and Economic Capital (EC) in QRM. Also the support of the inclusion of Market Data information in QRM, which are required for the calculations, will be part of your activities. Additionally, your work could also include making smaller changes to the functionality in QRM. Next to the QRM tool we are also responsible for managing data transformations and the setup of a robust ALM reporting framework.