sharing the costs of sports activities
Pracodawca zakończył zbieranie zgłoszeń na tę ofertę
Aktualne oferty pracodawcyPracodawca zakończył zbieranie zgłoszeń na tę ofertę
Aktualne oferty pracodawcySpecialist– Model Validation Market Risk (Trading)
ING Hubs Poland
- Zajęcza 4, Śródmieście, WarszawaWarszawa, Masovian
- offer expired a month ago
- contract of employment
- full-time
- specialist (Mid / Regular)
- hybrid work
- remote recruitment
ING Hubs Poland
Zajęcza 4
Śródmieście
Warszawa
Technologies we use
Expected
C++
Python
About the project
At ING Hubs Poland and ING group we follow the Agile approach and mindset. We are innovative and we trust people we work with. Risk Hub Warsaw was created as a part of central risk team currently located in Amsterdam.
We are responsible for validating market risk, counterparty credit risk and valuation models for trading books used by ING worldwide. By bringing in our expertise we assure that models are appropriate for intended use, compliant with internal policies and external regulations and its limitations are well understood by the organization. Our goal is to ensure a strong modelling landscape within ING.
Your responsibilities
Alignment with model developers, auditors, ECB
Improving on our validation standards/frameworks/coding libraries
Qualitative/ Quantitative assessment of market risk models
Summarizing your conclusions in validation reports
Our requirements
You have an academic degree (MSc or PhD) in Econometrics, Mathematics, Statistics, Physics, Quantitative Financial Economics or another quantitative/numerical field,
You work on a daily basis with market risk models (e.g. VaR, sVaR, Expected Shortfall, FRTB) and/or counterparty credit risk model (e.g. SIMM, CVA, PFE calculation),
You know how to price financial instruments (e.g. bonds, IRS, options).
Optional
currently working as a model validator,
experience in Python coding.
Benefits
private medical care
sharing the costs of foreign language classes
sharing the costs of professional training & courses
life insurance
integration events
corporate gym
video games at work
parking space for employees
leisure zone