ALM Business Analyst QRM
ALM Business Analyst QRM
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Job Description
ING Hubs Poland is hiring!
We are looking for you if:
you are knowledgeable in risk management methodology
you can break down NPV and NII measures into risk factors
you have an experience within ALM and/or Interest Rate Risk Management IRRBB
you have min. 2 years of experience in Finance (Bank or Insurance company)
you are a communicator and like to liaise with stakeholders such as data teams production team model developers and market risk managers
you are a team player
you are a problem solver
you enjoy working in an international team and environment
you are proactive and eager to learn.
English level B2.
Youll get extra points for:
being familiarized with any ALM software (i.e. QRM Fusion Risk OneSumX Moodys Analytics)
knowledge on approaches to model the banking book products (mortgages savings current accounts)
experience with SQL and VBA
IT affinity
Masters degree in econometrics mathematics economics or similar quantitative study.
experience in Agile (Scrum) way of working is preferred.
Your responsibilities:
monthly coordination of User Acceptance Tests with multiple complex changes being tested
executing and interpreting impact analysis for IRRBB figures after a change
internal stakeholder management
alignment with multiple teams
foster automation of existing processes.
Information about the squad:
International project team of around 90 ALM specialists operating from Amsterdam (NL) Warsaw (PL) and Manila (PH). This particular position is based in Warsaw.
We work Agile in ALM Project teams consisting of Market Risk Management TECH Developers ALM Data Experts ALM Business Analysts QRM Experts.
Our focus is building a One Standard ALM solution for the whole of ING. Development of this ALM platform has been prioritized as one of INGs most important strategic worldwide objectives. Step by step new countries are onboarded.
You will be working in the TACT analyses squad within ALM Team The team is responsible for orchestrating UATs alignment of Production environment with Acceptance environment. In the team you will analyze the risk figures PRE and POST change with respect to risk metrics as NPV calculations NII EVE EC and processes replication & hedging behavioral model implementations FTP and Balance sheet forecasting.
The role of Warsaw office is growing which creates a demand for new talents.
The role naming convention in the global ING job architecture will be Change Expert III.
Required Experience:
IC
Employment Type
Full-Time
