ING Tech Poland

IRRBB Model Validation Chapter Lead

ING Tech PolandO firmie

Rekrutacja zdalna

Rekrutacja zdalna

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Rekrutacja zdalna

ING Tech Poland

Zajęcza 4

Warszawa

IRRBB Model Validation Chapter Lead
Location: Warszawa
Nr ref MB/SST/RDTV/DI/63882

We are looking for you if:

Your skills are a good match with the role and responsibility of a Chapter Lead

As a Chapter Lead you’ll drive the people agenda and spend about 40% of your time on people management & development. You will:

  • manage a new-to-be-set-up chapter of about 7~10 model validators in RiskHub Warsaw;
  • be responsible for recruiting and the onboarding of new talents;
  • perform HR activities in the related system(s), e.g. recruitment, illness and leave;
  • perform the annual Step Up Performance Management HR cycle with your chapter members (i.e. target setting, mid-year review, year-end evaluations);
  • have weekly meetings with your chapter members to coach, motivate & inspire them to further improve and grow (incl. further career development);  
  • ensure continuous improvements, promote a feedback culture within the team and drive team happiness;
  • set standards for developing, innovating and safeguarding craftsmanship/knowledge in the fields of expertise within the chapter (e.g. skills, knowledge & behaviour matrix);
  • ensure a balance between squad/team deliverables versus people development;

Your prospective model scope is broad and includes the following main, diverse risk areas:

  • Behavioral: Modelling of mortgage & other loan prepayments and non-maturity deposits, as well as other embedded options in retail & wholesale products.
  • Interest rates: e.g. Hull-White model.
  • Valuation & pricing: Models used for calculating the economic value of a loan or deposit portfolio with embedded options, or for product pricing.
  • Replication/hedging: Models used for risk transfer/hedging of assets & liabilities.
  • Risk measurement: Models used for risk management & reporting (NPVaR, RRaR, NIIaR).

As lead of the local IRRBB chapter, you contribute to further building/developing the team by sharing knowledge, coaching and by embracing ING’s Agile way of working.

You identify yourself in following profile:

You are an enthusiastic, communicative and flexible colleague with people management skills, who gets energized by coaching and inspiring individuals and teams to continuously improve themselves. You are transparent, open-minded and value diversity and inclusion. You are an advocate of the “ING Orange Code”, a naturally collaborative person and team player who listens and invests in others to achieve common goals. You feel comfortable with providing (and receiving) continuous feedback to your team, and embrace and promote the ING One Way of Working.
 
To effectively coach your chapter members on the content and be able to take end-responsibility on the quality of validations, you bring in senior/principal level modelling/validation expertise.

You have:

  • A quantitative background, i.e. a MSc or PhD degree in e.g. (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics.
  • At least 8 to 10 years of related work experience in modelling and/or validation of models in the risk areas in scope, including extensive knowledge on these, the business and the associated regulations.
  • ample, proven experience in leading and/or coaching others in an hierarchical or project role, both from a people management & content perspective. Teaching experience is a pré;
  • experience with the agile way of working and have an interest in progressing with this;
  • ample experience with adequate and effective stakeholder management, as well as auditors, regulators and onsite inspections;
  • experience in being a (pro-active) sparring partner/advisor to Senior Management, in which your presentations are well structured, easy to follow and can be both high level and detailed (on e.g. the contents);
  • high quality standards, you are organised & persuasive, you like to interact and build relationships and are a role model in these aspects;
  • fluent communication skills in English, both verbally and in writing;

Moreover, you’re willing to travel occasionally. You have a genuine passion for continuously improving yourself and your team. As a Chapter Lead at ING, you will be empowered to have a true impact on ING’s future model landscape. You’ll have the opportunity to contribute to further implementing ING’s innovative Think Forward strategy.

contract of employment
type of contract
Flexible working hours 8-18
(8 hours per day)

work hours
ul. Zajęcza 4, Warsaw
this is the location of our office

Working per task:

60%
  - expert validator - end responsible for the quality of the validation work
 
40%
  - people management and development
 

Information about the Chapter

  • The IRRBB MV chapter is part of ING’s global Model Risk Management domain (MoRM), which consists of multiple Model Validation teams (i.e. “chapters”, each focusing on a main risk area(s)) and Model Risk Oversight, located both in Amsterdam and Poland. 
  • In Poland, RiskHub Warsaw was created as a partner of ING’s Head Office Risk teams. In Warsaw, we are building the following areas:
    • Model Validation IRRBB & Market Risk (part of MoRM);
    • Model Validation Credit Risk (idem);
    • Credit & ALM Risk Modelling (Financial Risk Modelling Domain);
    • Data and Tools (COO Domain);
    • IT for Modelling & Analytics (COO Domain). 
  • The MoRM domain has adopted and will further progress with the ING One Way of Working. In our organizational set-up, we distinguish tribes, chapters and squads. 
  • Our main stakeholders are within ING’s head office and local risk management departments worldwide, senior management (including the CRO, his management team, the Executive Board and local CROs), internal and external auditors, the ECB and other regulators. To ensure its independence and effective challenge, Model Risk Management reports directly to the CRO.
  • Our work environment can be described as dynamic and professional, with changing requirements and needs. We work in a spirit of trust, a sense of purpose, curiosity, cooperation and open communications. Continuous learning, adding value to our stakeholders and building on differences are important. We empower our people to take responsibility and promote continuous improvements, innovation and automation.  

What we offer

At ING we offer you a 40 hour contract. We care about an adequate work–life balance and we empower our colleagues to realize their ambitions: “Do your thing.” Our employment conditions are specified here. In particular, we offer:

  • A flexible work environment, with the possibility of working from home.
  • Time and support for personal development, including courses.
  • A challenging, interesting and evolving job/career.
  • An informal and positive working environment with highly qualified colleagues, who like to improve, value diversity and support each other.
  • An innovative, expanding working environment, also internationally, creating ample opportunities for further development.
  • A progressive way of working according to the Agile method, so that new ideas come to life incrementally.
  • A competitive salary tailored to your skills, competences, experience and performance.

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.

We are looking for you if:

Your skills are a good match with the role and responsibility of a Chapter Lead

As a Chapter Lead you’ll drive the people agenda and spend about 40% of your time on people management & development. You will:

  • manage a new-to-be-set-up chapter of about 7~10 model validators in RiskHub Warsaw;
  • be responsible for recruiting and the onboarding of new talents;
  • perform HR activities in the related system(s), e.g. recruitment, illness and leave;
  • perform the annual Step Up Performance Management HR cycle with your chapter members (i.e. target setting, mid-year review, year-end evaluations);
  • have weekly meetings with your chapter members to coach, motivate & inspire them to further improve and grow (incl. further career development);  
  • ensure continuous improvements, promote a feedback culture within the team and drive team happiness;
  • set standards for developing, innovating and safeguarding craftsmanship/knowledge in the fields of expertise within the chapter (e.g. skills, knowledge & behaviour matrix);
  • ensure a balance between squad/team deliverables versus people development;

Your prospective model scope is broad and includes the following main, diverse risk areas:

  • Behavioral: Modelling of mortgage & other loan prepayments and non-maturity deposits, as well as other embedded options in retail & wholesale products.
  • Interest rates: e.g. Hull-White model.
  • Valuation & pricing: Models used for calculating the economic value of a loan or deposit portfolio with embedded options, or for product pricing.
  • Replication/hedging: Models used for risk transfer/hedging of assets & liabilities.
  • Risk measurement: Models used for risk management & reporting (NPVaR, RRaR, NIIaR).

As lead of the local IRRBB chapter, you contribute to further building/developing the team by sharing knowledge, coaching and by embracing ING’s Agile way of working.

IRRBB Model Validation Chapter Lead
Numer ref.: Nr ref MB/SST/RDTV/DI/63882

You identify yourself in following profile:

You are an enthusiastic, communicative and flexible colleague with people management skills, who gets energized by coaching and inspiring individuals and teams to continuously improve themselves. You are transparent, open-minded and value diversity and inclusion. You are an advocate of the “ING Orange Code”, a naturally collaborative person and team player who listens and invests in others to achieve common goals. You feel comfortable with providing (and receiving) continuous feedback to your team, and embrace and promote the ING One Way of Working.
 
To effectively coach your chapter members on the content and be able to take end-responsibility on the quality of validations, you bring in senior/principal level modelling/validation expertise.

You have:

  • A quantitative background, i.e. a MSc or PhD degree in e.g. (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics.
  • At least 8 to 10 years of related work experience in modelling and/or validation of models in the risk areas in scope, including extensive knowledge on these, the business and the associated regulations.
  • ample, proven experience in leading and/or coaching others in an hierarchical or project role, both from a people management & content perspective. Teaching experience is a pré;
  • experience with the agile way of working and have an interest in progressing with this;
  • ample experience with adequate and effective stakeholder management, as well as auditors, regulators and onsite inspections;
  • experience in being a (pro-active) sparring partner/advisor to Senior Management, in which your presentations are well structured, easy to follow and can be both high level and detailed (on e.g. the contents);
  • high quality standards, you are organised & persuasive, you like to interact and build relationships and are a role model in these aspects;
  • fluent communication skills in English, both verbally and in writing;

Moreover, you’re willing to travel occasionally. You have a genuine passion for continuously improving yourself and your team. As a Chapter Lead at ING, you will be empowered to have a true impact on ING’s future model landscape. You’ll have the opportunity to contribute to further implementing ING’s innovative Think Forward strategy.


Working per task:

60%
  - expert validator - end responsible for the quality of the validation work
 
40%
  - people management and development
 

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.

Information about the Chapter

  • The IRRBB MV chapter is part of ING’s global Model Risk Management domain (MoRM), which consists of multiple Model Validation teams (i.e. “chapters”, each focusing on a main risk area(s)) and Model Risk Oversight, located both in Amsterdam and Poland. 
  • In Poland, RiskHub Warsaw was created as a partner of ING’s Head Office Risk teams. In Warsaw, we are building the following areas:
    • Model Validation IRRBB & Market Risk (part of MoRM);
    • Model Validation Credit Risk (idem);
    • Credit & ALM Risk Modelling (Financial Risk Modelling Domain);
    • Data and Tools (COO Domain);
    • IT for Modelling & Analytics (COO Domain). 
  • The MoRM domain has adopted and will further progress with the ING One Way of Working. In our organizational set-up, we distinguish tribes, chapters and squads. 
  • Our main stakeholders are within ING’s head office and local risk management departments worldwide, senior management (including the CRO, his management team, the Executive Board and local CROs), internal and external auditors, the ECB and other regulators. To ensure its independence and effective challenge, Model Risk Management reports directly to the CRO.
  • Our work environment can be described as dynamic and professional, with changing requirements and needs. We work in a spirit of trust, a sense of purpose, curiosity, cooperation and open communications. Continuous learning, adding value to our stakeholders and building on differences are important. We empower our people to take responsibility and promote continuous improvements, innovation and automation.  

What we offer

At ING we offer you a 40 hour contract. We care about an adequate work–life balance and we empower our colleagues to realize their ambitions: “Do your thing.” Our employment conditions are specified here. In particular, we offer:

  • A flexible work environment, with the possibility of working from home.
  • Time and support for personal development, including courses.
  • A challenging, interesting and evolving job/career.
  • An informal and positive working environment with highly qualified colleagues, who like to improve, value diversity and support each other.
  • An innovative, expanding working environment, also internationally, creating ample opportunities for further development.
  • A progressive way of working according to the Agile method, so that new ideas come to life incrementally.
  • A competitive salary tailored to your skills, competences, experience and performance.

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