IRRBB Modelling Specialist – Lead & Innovate in ALM Models

ING Hubs B.V. sp. z o.o. Oddział w Polsce; Warszawa; On-site; PLN 79,000 - 201,000; Full time

Job summary

ING Hubs is seeking a new member for the Bank-wide Market and Operational Risk Models Team. The role supports the Asset and Liability Model Development teams in Amsterdam, focusing on behavioural and risk transfer models and tools.

Ideal candidates hold an MSc/PhD in a quantitative field, have banking modelling experience, and are proficient in statistics, data analysis, and Agile working, with exposure to international projects.

Qualifications

• An academic degree (MSc or PhD preferred) in econometrics, quantitative finance, mathematics, physics, statistics, computer science or a related quantitative field.
• Proven experience in quantitative modelling within banking industry.
• Sound knowledge of interest rate risk management, in particular in relation to behavioural modelling (mortgage or savings models).
• Strong statistical, quantitative, and problem‑solving skills.
• The ability to answer business questions with insightful analyses or modelling proposals
• Experience with Agile way of working

Responsibilities

• Specialists: Contribute to model design, coding, and testing; participate in model submissions and internal reviews
• Senior Specialist: Lead certain modelling initiatives (such as monitoring, parameter recalibration, etc.), coordinate with validation and audit teams, ensure compliance with regulatory standards

Skills

Quantitative modelling

Statistics

Agile methodologies

Problem solving

Data analysis

Education

MSc or PhD in quantitative field

Tools

Python

Databases

Data modelling

Data preparation

Job description

ING Hubs is seeking a new member for the Bank-wide Market and Operational Risk Models Team. The role supports the Asset and Liability Model Development teams in Amsterdam, focusing on behavioural and risk transfer models and tools.

Ideal candidates hold an MSc/PhD in a quantitative field, have banking modelling experience, and are proficient in statistics, data analysis, and Agile working, with exposure to international projects.