- Zajęcza 4, 00-344 Warszawa, PolskaWarszawa, mazowieckie
- Ogłoszenie wygasło 16 dni temu
- Rekrutacja zdalna
- Umowa o pracę
- Pełny etat
- Specjalista (Mid / Regular)
Join the Trading Risk validation team in Poland, where you will have a possibility to explore and challenge world-class models. We specialize in modelling the market risk and counterparty credit risk for trading books.
We are looking for you:
- If you have an academic degree (MSc or PhD) in Econometrics, Mathematics, Physics, Quantitative Financial Economics or another quantitative/numerical field,
- If you have at least 3 years of work experience in modelling/validation of market risk and counterparty credit risk models for trading books, including knowledge about the business and associated regulations,
- If you have experience in working with external stakeholders such as auditors and regulators on trading risk related topics,
- If you are an excellent team player, persistent, service oriented, eager to learn and have high quality standards,
- If you would like to work in an international environment focused on creativity and modernity
- If you speak and write English on a very good level (C1 or above),
- If you possess strong analytical and problem-solving capabilities
- If you have an analytical and constructive critical attitude.
Skills nice to have:
- Experience in Agile / Scrum way of working.
- Independent, creative and pro-active mind-set.
- Being keen on innovation.
- Contribute on performing high quality validations and summarizing your conclusions in well-written validation reports that bring value to our stakeholders. You align with e.g. model developers, senior management, auditors, ECB.
- Keeping abreast with the latest trading and counterparty risk developments.
- Pro-actively sharing your knowledge with your colleagues.
- Joining the Tribe & Chapter Leads to model approval committees, audits & onsite ECB inspections, where you present validation reports.
- Ensure continuous improvement on-the-job and contribute to the feedback culture in the team
- Building bridges with the business, aiming to further understand the model (context), use and therewith enhance our added value (while maintaining MV’s independence).
About the team:
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.
Risk Hub Warsaw was created as a part of central risk team currently located in Amsterdam. In Warsaw we are building following areas:
- Model Validation Trading Book Risks
- Model Validation Credit Risk
- Model Validation IRRBB Risk
- Model Risk Oversight & Data Science
- Data and Tools
- Credit & ALM Risk Modelling
- IT for Modeling & Analytics
We are setting up a new team in the Model Validation Trading Book Risks (MVTB) area, an energetic, international team with various quantitative backgrounds located in Amsterdam and now expanding to Warsaw. 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.
We offer you:
- A position where you will be empowered to have a true impact on ING’s future model landscape and contribute to further implementing our innovative Think Forward strategy.
- An exposure to world-class models in the area of Trading Risk.
- An opportunity to advise on a strategic level and influence the models used by the Bank globally
- At ING we offer you a 40 hour contract.
- A competitive salary tailored to your skills, competences, experience and performance.
- 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.
We kindly inform you that we will get in touch only with the chosen candidates. If you agree for processing your data for future recruitment offers, we will keep the data for a year.
All information concerning the way we process personal data can be found here