Opis stanowiska
Czym będziesz się zajmować?
- Perform and lead model validations, documenting conclusions in reports for stakeholders.
- Coordinate with model developers, senior management, auditors and the ECB.
- Monitor developments in ALM, IRRBB and CSRBB.
- Improve validation processes, frameworks and tools, including through automation.
- Validate banking book IRRBB and CSRBB models used across ING Group.
- The role is named Model Validator IV in ING's global job architecture.
Kogo poszukujemy?
Key requirements:
- At least 4 years of model development or validation experience in market risk, ALM or IRRBB.
- Knowledge of interest rate risk management and model validation regulations.
- MSc or PhD in a quantitative discipline such as econometrics, quantitative methods, quantitative finance, mathematics, statistics or physics.
- Fluent spoken and written English.
- Knowledge of Python, MATLAB and R.
- Commitment to continuous improvement.
- Professional certification such as FRM, PRM or CFA.
Czego wymagamy?
4 lata doświadczenia na podobnym stanowisku
Znajomości:
- Walidacja modeli
- Zarządzanie ryzykiem finansowym
- IRRBB
- Zarządzanie aktywami i pasywami
- Znajomość Przepisów Regulacyjnych
- Modelowanie ilościowe
- Python
- MATLAB
- R
- Polski
- Angielski
Jakie warunki i benefity otrzymasz?
- 13k–22k PLN brutto/m (Umowa o pracę)
- Umowa o pracę - Elastyczne godziny pracy (100%)
- Praca zdalna: Hybrydowo
Kim jesteśmy?
We’re one of ING's global competence centres. We improve global banking by designing and delivering technological and operational solutions, with end-to-end expertise. Our offices are located in Katowice and Warsaw.
For over 20 years we’ve been taking up challenges and proving that we’re a trustworthy competence centre. Most people fail to see how heavily modern, digital banking relies on technology and people. This is where we step in. We’re experts growing the differnce and providing the bank with essential — and often unnoticed — solutions. We focus mainly on technology, cybersecurity, financial and non-financial risk, and compliance.
But our company is, above all, about people who create a unique atmosphere based on relations. We act together, we inspire and support each other in achieving our goals. Join our vibrant community!