ALM & IRRBB Modeling Specialist

ING Hubs Romania; Warszawa; On-site; PLN 79,000 - 201,000; Full time

Job summary

ING Hubs Poland is hiring for roles in the Bank-wide Market and Operational Risk Models Team in Warsaw. The position focuses on behavioral and risk transfer models and tools to support Asset and Liability Model Development teams in Amsterdam.

We look for candidates with MSc/PhD in quantitative fields, strong modelling experience in banking, knowledge of interest rate risk and IRRBB, and experience with Python or similar, plus Agile working. Senior Specialist may lead modelling initiatives.

Qualifications

• MSc or PhD preferred in econometrics, quantitative finance, mathematics, physics, statistics, computer science or related field.
• Proven experience in quantitative modelling within banking industry.
• Sound knowledge of interest rate risk management, especially behavioral modelling (mortgage or savings models).
• Strong statistical and analytical skills; ability to answer business questions with analyses.

Responsibilities

• Specialists: contribute to model design, coding, testing; participate in model submissions and internal reviews.
• Senior Specialist: lead certain modelling initiatives and coordinate with validation/audit teams; ensure regulatory compliance.

Skills

Quantitative modelling

Statistical analysis

Problem solving

Agile working

Education

MSc or PhD in quantitative field

Tools

Python

Data modelling

Job description

ING Hubs Poland is hiring for roles in the Bank-wide Market and Operational Risk Models Team in Warsaw. The position focuses on behavioral and risk transfer models and tools to support Asset and Liability Model Development teams in Amsterdam.

We look for candidates with MSc/PhD in quantitative fields, strong modelling experience in banking, knowledge of interest rate risk and IRRBB, and experience with Python or similar, plus Agile working. Senior Specialist may lead modelling initiatives.