IRRBB & Market Risk Specialist

ING Hubs B.V. sp. z o.o. Oddział w Polsce; Warszawa; On-site; PLN 79,000 - 162,000; Full time

Job summary

ING Hubs Poland is seeking an experienced risk analyst for the Interest Rate Risk team. You will analyze and monitor market risk at the ING Group level, implement IRRBB requirements, and support senior stakeholders in managing interest rate risk.

The role requires a strong quantitative background, knowledge of risk management and financial products, plus excellent English. Proficiency in Python is desirable for data analysis and model automation.

Qualifications

• Experience in the financial sector or demonstrate a strong interest and potential to build your career in banking and risk management.
• Completed academic education preferably in economics, econometrics, applied mathematics, finance or comparable training.
• Knowledge in Asset and Liability Management and new regulatory developments regarding IRRBB.
• Sound knowledge of risk management and financial products.
• Excellent command of English, both spoken and written.

Responsibilities

• Analysis and monitoring of market risk at the ING Group level.
• Implementation of regulatory requirements in IRRBB.
• Managing models and tools for measuring and monitoring interest rate risk.
• Support for senior managers and other stakeholders in managing interest rate.
• Identify, analyze, and quantify the Bank's interest rate risk.
• Implementation of new regulations and risk systems for Interest Rate Risk in the Banking Book (IRRBB).
• Execution of stress tests and ensuring a proper lifecycle management of relevant models and measurement and monitoring of applicable interest rate risk metrics.

Skills

Python programming

English language

Education

Economics/Finance degree

Tools

Python

Job description

ING Hubs Poland is seeking an experienced risk analyst for the Interest Rate Risk team. You will analyze and monitor market risk at the ING Group level, implement IRRBB requirements, and support senior stakeholders in managing interest rate risk.

The role requires a strong quantitative background, knowledge of risk management and financial products, plus excellent English. Proficiency in Python is desirable for data analysis and model automation.