Market Risk Capital Expert – Financial Risk

ING Hubs B.V. sp. z o.o. Oddział w Polsce; Warszawa; On-site; PLN 193,000 - 312,000; Full time

Job summary

ING Hubs Poland is seeking a highly skilled Financial Risk Specialist V to lead quantitative analyses in Market Risk and Capital. The role requires deep expertise in Market Risk, Economic Capital, and regulatory frameworks, with strong communication to senior stakeholders.

You will collaborate with global teams, translate complex analyses into actionable insights, and help shape risk appetite and capital allocation. English proficiency and banking risk experience are essential.

Qualifications

• Several years of professional experience in financial risk management, market risk, ALM, capital management or related areas.
• Strong quantitative expertise in risk analysis, methodologies and data-driven assessment.
• Understanding of Market Risk, Economic Capital and capital frameworks (banking context).
• Degree in a quantitative discipline (e.g., Applied Mathematics, Econometrics, Finance).
• Experience with Economic Capital, IRRBB and/or Market Risk Capital models is a plus.
• Ability to translate quantitative analyses into clear messages for senior stakeholders.
• Fluent in English; comfortable in an international environment.

Responsibilities

• Perform in-depth quantitative analyses and assessments of Market Risk and Capital.
• Act as SME for Market Risk Capital frameworks and models.
• Analyse and develop quantitative methodologies underpinning Market Risk Economic/Regulatory Capital.
• Assess model assumptions, methodologies, sensitivities and limitations, and evaluate their impact on risk measures.
• Contribute to development, enhancement and implementation of Market Risk Capital models.
• Support Capital Risk Appetite, limit-setting, allocation and monitoring processes.
• Provide expert guidance to Senior Management on quantitative topics.
• Lead or contribute to global financial risk projects with a quantitative focus.
• Monitor regulatory developments related to Market Risk Capital and assess implications.
• Translate complex quantitative results into clear risk insights and recommendations.

Skills

Quantitative risk analysis

Market risk

ALM

Capital management

Risk modelling

Programming (Python/SQL)

Stakeholder communication

English fluency

Education

Applied Mathematics / Econometrics / Quantitative Finance degree

Tools

Python

SQL

Job description

ING Hubs Poland is hiring! The expected salary for this position: 17 300 - 28 000 PLN gross. The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

We are looking for you if:

• You have several years of relevant professional experience in financial risk management, market risk, ALM, capital management, quantitative risk modelling or a related area within the financial sector,
• You have strong quantitative expertise and hands‑on experience in quantitative risk analysis, implementation or assessment of risk methodologies,
• You have a strong understanding of Market Risk, Economic Capital and capital frameworks, preferably within a banking environment,
• You have completed a degree in Applied Mathematics, Econometrics, Quantitative Finance, Statistics, Economics, Finance, or another quantitative discipline,
• Practical experience with Economic Capital, IRRBB and/or Market Risk Capital models is considered a strong asset,
• You have experience in translating complex quantitative analyses into clear messages and recommendations for senior stakeholders and management,
• You are fluent in English and comfortable working in an international environment.

You’ll get extra points for:

• Ability to independently perform quantitative analyses, model‑related assessments and data‑driven investigations,
• Experience with quantitative tools and programming languages such as Python, SQL or similar is considered a strong asset,
• Strong ability to identify key assumptions, sensitivities and limitations behind quantitative results,
• Excellent problem‑solving skills and the ability to break down complex quantitative problems into manageable components,
• Strong communication skills, including the ability to explain quantitative concepts to both technical and non‑technical stakeholders,
• Ability to independently identify, analyse and resolve complex problems,
• Strong stakeholder management skills and confidence in challenging and advising senior stakeholders,
• Result‑driven, autonomous and able to take ownership of complex topics,
• Ability to work effectively across different teams, functions and cultural environments.

Your responsibilities:

• Perform and coordinate in‑depth quantitative analyses and assessments of Market Risk and Capital,
• Act as a subject matter expert for quantitative aspects of Market Risk Capital frameworks and models,
• Analyse, challenge and further develop quantitative methodologies underlying Market Risk Economic Capital and Regulatory Capital frameworks,
• Assess model assumptions, methodologies, sensitivities and limitations, and evaluate their impact on risk and capital measures,
• Contribute to the development, enhancement and implementation of Market Risk Capital models and methodologies,
• Support and improve the Capital Risk Appetite and limit‑setting, allocation and monitoring processes,
• Provide expert guidance and advice to Senior Management and key stakeholders on quantitative Market Risk and Capital topics,
• Lead or play a key role in global financial risk projects with a strong quantitative and methodological component,
• Monitor and interpret regulatory developments related to Market Risk Capital and assess their implications for existing methodologies and frameworks,
• Translate complex quantitative results into clear risk insights, recommendations and management information.

Information about the squad:

The Financial Risk (FR) department is a head office function that sets and control financial risk strategy across the organization. The department provides strategic guidance on financial risk (market risk and liquidity risk for the balance sheet), safeguards regulatory compliance and is the model owner for market risks in both banking and trading books.

Market Risk Capital & Analyses team is the model owner responsible for the Market Risk Economic Capital models and Market Risk Regulatory Capital models of ING.

The role naming convention in the global ING job architecture will be “Financial Risk Specialist V”.

We’re a global bank with a strong European base, and our more than 60,000 colleagues serve around 38 million customers and corporate clients in over 40 countries.

Joining ING means working with friendly and collaborative people towards making a positive impact on people and planet. We believe in empowering the people around us and our customers to stay a step ahead. Working here means having the autonomy to drive progress, helping to create superior customer value and contributing to our ambition of putting sustainability at the heart of everything we do.

Here, we’re more than just a workplace – we’re a community of innovators, problem‑solvers, and forward‑thinkers, dedicated to making a real impact. Whether you’re just starting your career or seeking the next big challenge, we have opportunities that will inspire and push you to grow.

Your future at ING starts with one application.