STA Senior Customer Journey Expert within Counterparty Credit Risk-3

STA - Senior Customer Journey Expert within Counterparty Credit Risk

Team Description
The Credit Exposure Group (CEG) is part of the Financial Risk Trading Risk Management (FR-TRM) domain within INGs CRO risk organisation. The team is responsible for the quantitative measurement and management of Counterparty Credit Risk (CCR) exposures across INGs global trading activities. CEG plays a vital role in ensuring accurate risk assessments and regulatory compliance for derivatives and securities financing transactions.

Specific Function
CEG contributes to INGs broader financial risk strategy by supporting the development implementation and maintenance of CCR models and methodologies supporting both internal risk management and external regulatory requirements as model owner. The team serves key stakeholders such as Financial Markets Risk and IT enabling informed decision-making and robust risk controls. The Experienced Customer Journey Expert will lead and support the translation of regulatory requirements into functional specifications guide implementation efforts and ensure high-quality CCR measurement and reporting. This role has a direct impact on the integrity and effectiveness of INGs CCR framework.

Job Description
We are looking for an experienced Financial Risk Officer to join the CEG team as Customer Journey Expert during a 4 month STA to accelerate the delivery of the strategic CCR modelling and measurement roadmap including regulatory committed deliverables. This senior role offers a unique opportunity to work in a dynamic international environment at the intersection of quantitative risk modelling regulatory compliance and financial markets. The ideal candidate brings deep expertise in CCR strong analytical and communication skills and a proactive mindset. You will lead initiatives support IT implementation and collaborate with stakeholders across the bank to ensure CCR models and processes meet internal and external standards.

Specific Tasks and Responsibilities
Translating regulatory requirements and internal policies into functional specifications
Supporting IT developers in implementing CCR models and processes (e.g. refinement testing)
Leading CCR measurement activities across various financial asset classes
Overseeing EAD and PFE assessments using regulatory and internal models
Applying and validating Monte Carlo and AddOn methodologies
Modelling netting and collateral agreements in CCR assessments
Conducting stress testing and Wrong Way Risk estimations
Managing model monitoring and model risk activities
Coordinating CCR model implementation projects within INGs IPA environment
Documenting procedures and presenting analysis to stakeholders
Ensuring compliance with internal audit and model validation standards
Collaborating with internal teams such as Financial Markets Risk and IT

Specific Knowledge and Experience
University degree in economics econometrics finance or a related field
Minimum of 8 years experience in market risk and/or counterparty credit risk
Strong understanding of OTC derivatives pricing and CCR methodologies
Proven expertise in Monte Carlo simulation techniques
Excellent communication skills for engaging with diverse stakeholders
Self-starter with a hands-on approach and ability to work independently
Strong analytical skills attention to detail and critical thinking
Ability to work under pressure and meet tight deadlines
Proficiency in Excel and SQL; programming skills (Python Java C) are a plus
Fluent in English
Flexible and results-driven with a proactive attitude toward continuous improvement

Reporting Line and Classification

The successful candidate for the senior Customer Journey Expert role will report hierarchically to the Head of Process Control & Risk within the Financial Risk Management team based in Amsterdam.

This position is classified as:
Global Job Architecture (GJA): 18
Job Grade: 12
Job Title: Senior Customer Journey Expert
Job Family Group: Risk Management
Job Family: Financial Risk