Senior Market Risk Capital Specialist

ING Hubs Türkiye; 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 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.