IRRBB Analytics Specialist Drive Balance Sheet Insights

ing; Amsterdam; Hybrid; EUR 85,000 - 120,000; Full time

Benefits offered by this job

Hybrid working

Pension scheme

13th month salary

Holiday payment 8%

Vacation days 25-28

Job summary

ING is seeking a Financial Risk Specialist - IRRBB Analytics & Insights to strengthen the second line analytics capability within Banking Book Risk. You will analyze IRRBB risk drivers, develop Python tools, and support senior management discussions.

The role involves collaborating with Treasury, Risk, Modelling, and local entities, while challenging first-line proposals and ensuring data-driven decision making across teams. Hybrid working is available.

Qualifications

• Master's degree in finance, Econometrics, Mathematics, Engineering, or related field.
• 2–5 years of relevant IRRBB/ALM Banking Book Risk experience.
• Experience with IRRBB models and analytics (EVE, NII, behavioural models).
• Strong Python programming skills to build analytical tools and handle large datasets.

Responsibilities

• IRRBB analytics and insights: analyze risk drivers (EVE, NII, behavioural models).
• Develop Python-based analytical tools for IRRBB monitoring and scenario analysis.
• Support risk steering and decision-making; challenge first-line proposals on models and hedging.
• Balance sheet and hedging analysis: assess hedging strategy impacts and calibration.
• Prepare materials for ALCO, risk committees, and senior management.

Skills

Python programming

IRRBB analytics

Risk reporting

Stakeholder management

Balance sheet analysis

Senior stakeholder communication

Education

Master's degree in finance/econometrics/mathematics/engineering

Tools

Python-based tooling

Job description

ING is seeking a Financial Risk Specialist - IRRBB Analytics & Insights to strengthen the second line analytics capability within Banking Book Risk. You will analyze IRRBB risk drivers, develop Python tools, and support senior management discussions.

The role involves collaborating with Treasury, Risk, Modelling, and local entities, while challenging first-line proposals and ensuring data-driven decision making across teams. Hybrid working is available.