Junior Specialist ALM Modelling

ING Tech PolandO firmie

ING Tech Poland

Zajęcza 4

Warszawa

Must have:

  • An academic degree (BSc or MSc) 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)
Junior Specialist ALM Modelling

Nice to have:

  • Demonstrable interest in or experience with
  • Development and/or validation of behavioural models such as prepayment models
  • Replication (hedging) models
  • Understanding banking and financial market products e.g. options
  • Knowledge of and experience with advanced statistical techniques such as, Monte Carlo, neural networks, boosted decision trees, etc.
  • Experience with databases, data modelling, data preparation and data quality control is considered a plus
  • Professional certification FRM/PRM/CFA or CQF

How we work

At ING Tech Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working.

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 Warsaw. The Risk Hub Warsaw model development team performs 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 a junior specialist in ALM modelling, you will be given the opportunity to gain experience in these modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.

Scope of duties

 
33%
  - Developing, improving, analysing and documenting ALM models
 
33%
  - Monitoring of models, backtesting and benchmarking
 
33%
  - Improving model development methodology

 

Other requirements

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

We take care of:

Prosimy o przesłanie CV wraz z dołączoną zgodą na przetwarzanie danych osobowych oraz z podanym numerem referencyjnym /MB/RH/CRM/ŁŚ10865 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.

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