ALM & IRRBB Modeling Specialist

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

Job summary

ING Hubs Poland is looking for a highly skilled model developer to join the Bank-wide Market and Operational Risk Models Team in Warsaw. The role focuses on ALM modelling, behavioral and risk transfer models, and tool development for ING globally.

Depending on seniority, you will contribute to design, coding and testing as a Specialist, or lead key modelling initiatives, coordinate with validation and audit, and ensure regulatory compliance as a Senior Specialist.

Qualifications

• Academic degree (MSc or PhD preferred) in econometrics, quantitative finance, mathematics, physics, statistics, CS or related field.
• Proven experience in quantitative modelling within banking industry.
• Sound knowledge of interest rate risk management, esp. behavioral modelling for mortgages or savings.
• Strong statistical and problem-solving skills with business-driven analyses.
• Experience with Agile way of working is desirable.

Responsibilities

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

Skills

Quantitative modelling

Statistics

Problem solving

Agile

Business insights

Education

MSc/PhD in quantitative field

Tools

Python

SQL

Data modelling

Data quality control

Job description

ING Hubs Poland is looking for a highly skilled model developer to join the Bank-wide Market and Operational Risk Models Team in Warsaw. The role focuses on ALM modelling, behavioral and risk transfer models, and tool development for ING globally.

Depending on seniority, you will contribute to design, coding and testing as a Specialist, or lead key modelling initiatives, coordinate with validation and audit, and ensure regulatory compliance as a Senior Specialist.