Financial Risk Specialist II for BMH models
Financial Risk Specialist II for BMH models
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Salary Not Disclosed
1 Vacancy
Job Description
Background
ING Bank is rolling out one standard implementation for Interest Rate Risk and Forecasting in the banking books. Regulations and internal risk management insights require us to enhance our ALM capabilities to be implemented consistently throughout ING Bank.
We (the Behavioral models and hedging) value helping each other sharing our knowledge in the team working together on delivering on our promises and reflecting on how we can improve in our work but also personal developments and growth. We are a young internationally focused team (both in scope of our work and our team composition) and focus on develop new functionality and methodologies for risk management in one target platform (QRM). Our team puzzles out the right balance between conceptual risk management and practical implementation solutions and therefore we find it important that you have strong analytical skills.
Our main objective is to enhance the ING standard measurement and configuration for our ALM systems and setup roll-out in all locations ING operates in such that it enables us to implement behavior models in our strategic solution QRM.
When joining our team you will work on the implementation of behavioral models and model life cycle support in QRM of Hedging NPV and other IRRBB measures. Also you will be valuable team member for all behavior models together with the MRM colleagues from the .
Tasks to be performed
Implementation of target behavioral models which include:
analyse configuration fit and gaps on new functionality;
support in the development and implementation of our target model such as new behavioural models.
Support to the seniors with hedging
coordinate resulting data required functional transformations;
Who we are looking for
Our future colleague should be an analytical thinker with the ability to create challenge and improve risk monitoring techniques and measures. The candidate should have a pro-active attitude willingness to develop and learn new things and continuously look for improvements within the team and tribe is required.
Personal profile
We look for someone with the following skills/profile
Collaborates well in a team environment.
Adaptable person and analytical thinker
Manages stakeholders expectations.
Proficient oral and written communication skills in English.
Masters degree in econometrics mathematics economics finance or similar study.
Minimum of five years of relevant ALM experience in the banking sector
Extensive knowledge of financial risk management relevant regulations on IRRBB (ALM) modelling and hedging techniques.
Proven track record in implementing a ALM system (e.g. QRM) and using SQL in a large Financial Institution.
About us
Curious about how ING empowers people and businesses to move forward Discover what we do and what we can offer you.
Questions
Contact the recruiter attached to the advertisement. Want to apply directly Please upload your CV and motivation letter by clicking the Apply button.
Required Experience:
Unclear Seniority
Employment Type
Full-Time
