Financial Risk Specialist IV

Background

ING Bank is rolling out one standard implementation for Interest Rate Risk and Forecasting in the banking books together with the liquidity program. Regulations and internal risk management insights require us to enhance our ALM capabilities to be implemented consistently throughout ING Bank.

We (the LiT Squad) 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 liquidity and GT models in our strategic solution QRM.

When joining our team you will work on the implementation of models and model life cycle support in QRM of Liquidity as well as the GT products. Also you will be valuable team member for all models together with the MRM GT and GF colleagues.

Tasks to be performed

Implementation of target liquidity models which include:

• Developing the Liq. Reporting within the strategic solution for IRRBB and LIQ Risk
• Implementation of our target model such as new liq risk model and new GT models
• Developing of the additional liquidity functionalities in QRM
• Onboarding of the new products in QRM
• 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 Liquidity risk Financial markets treasury products and ALM.
• Proven track record in implementing a ALM system (e.g. QRM) and using SQL in a large Financial Institution.