Used Tools & Technologies
Not specified
Required Skills & Competences
Tag name is followed by "@" symbol and proficiency level value.
About proficiency levels:
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Python @ 4
Statistics @ 7
Hiring @ 4
Leadership @ 4
Mathematics @ 4
Technical Leadership @ 4
Audit @ 4
Compliance @ 4
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Details
ING Hubs Poland is hiring!
The expected salary for this position: 22 700 - 36 500 PLN gross.
The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.
Requirements
- 10+ years of experience in financial risk management, supervision, or related fields
- Broad expertise across market risk modelling and statistics, combining strong technical background with domain expertise
- Experience in building, steering, and leading quantitative teams; cross-country or international experience is welcome
- Extensive experience across ALM and statistics
- Quantitative background (MSc or PhD) in Financial Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics, or similar
- Sound knowledge of statistical inference and econometric methods
- Sound knowledge of Python programming language
- Extensive knowledge of interest rate modelling
- English level: C1
You’ll get extra points for
- Experience acting as a sparring partner/advisor to Senior Management
- Professional certification: FRM / PRM / CFA or CQF
- Contribution to solving ECB findings
- Knowledge of and experience with SOT regulatory models (NII, EVE)
- Knowledge of EBA IRRBB / CSRBB Guidelines and Regulatory Technical Standards on SOT
Responsibilities
- Manage the work of a team of 15+ quantitative experts
- Steer and lead senior experts in model development and monitoring
- Collaborate within Market & Operational Risk Model Development on roadmap delivery, including model development, change, monitoring, and resolving Model Validation, Audit, and ECB findings
- Support Business, Finance and Risk domains by maintaining, creating, and rolling out interest rate curves and indices
- Build, grow and lead a team of senior experts; handle recruitment, hiring, and talent development of senior regulatory/model experts
- Apply broad knowledge of IRRBB / interest rate modelling to lead development of risk models, balancing complexity, quality, and business needs
- Act as Model Owner, providing thought leadership and stakeholder management related to interest rate models and curves
- Provide technical leadership and guide Python implementations of the models and related implementations on the in-house platform
- Ensure accountability across the organisation and that commitments to internal policies and external regulations are met
- Build strong-identity teams of diversely skilled experts and drive engagement by creating a shared vision
Information about the team
Market & Operational Risk Model Development is an international global team (more than 35 risk experts) located in Amsterdam and Warsaw. Key responsibilities include development of robust ALM & Operational risk models supporting regulatory compliance and risk management of ING.
The role naming convention in the global ING job architecture will be "Lead Financial Risk III".
The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.