Manager - Model Development - IRRBB
Management | Professional | Warszawa | REQ-10073460
We are looking for you, if you:
- are passionate about working with people and developing talents of others make you fulfilled,
- have experience in project management,
- have experience in stakeholders management, and you are able to build strong relationship with customers based on trust,
- are able to support internal and external customers to meet and understand their needs and expectations,
- have experience in building, updating and maintaining market risk models (interest rate curves, stochastic interest rate models),
- have understanding of key IRRBB regulations and metrics (NII, EVE),
- have sound knowledge of statistical modelling and econometric methods,
- have at least 8 years of experience with market risk management and/or statistical modelling,
- have excellent (English) verbal and written communication skills.
You'll get extra points for:
- experience with statistical programming (Python is preferred) and building automated solutions for modelling,
- experience with corporate banking products, risk management and models,
- professional certification FRM/PRM/CFA or CQF,
- strong analytical and problem-solving capabilities,
- independent, creative and pro-active mind-set,
- keen on innovation,
- analytical and critical attitude,
- experience with building standards and templates for annual models monitoring.
Your responsibilities:
- leading projects related to risk model life-cycle,
- managing a team of 5-10 people,
- planning, coaching, assessing and professionalizing your team members,
- recruiting and onboarding new talents,
- support your teams in development, testing and monitoring of IRRBB models,
- make sure that the team results are of the highest quality. Establish standards and guidepost for models monitoring,
- interacting with stakeholders,
- set standards for developing, innovating and safeguarding craftsmanship/knowledge in the field of expertise.
Information about the squad:
The Model Development department is an international team of 300 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. The Risk Hub Model Development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam. The developed IRRBB models are core to the success of ING and include models for regulatory and economic capital. The models are used by all local Risk Management units within ING. As a Chapter Lead in IRRBB modelling, you will be given the opportunity to apply and broaden your experience in management of risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.
The role naming convention in the global ING job architecture will be “Chapter Lead Model Development II”.
We kindly inform you that we will get in touch only with the chosen candidates. If you agree for processing your data for future recruitment offers, we will keep the data for a year.
All information concerning the way we process personal data can be found here.
Do you have any questions?
If you have any questions about the details of this job offer, the form of employment or working at ING Hubs Poland, you can direct them to the e-mail address given below. We will certainly answer them!
Our benefits
Well-thought-out development plans will help you spread your wings.
Gain from the knowledge of our experts and take the opportunity to obtain certificates.
Develop the skills you care the most about, thanks to the high training budget.
Use the latest technologies and their capabilities in diverse projects.
Work on interesting and international projects that will enable you to meet people from all over the world.
Improve your language skills on a course tailored to your proficiency level.
Take care of yourself and your loved ones health with LUX MED private medical care.
A healthy body, healthy mind! Find it out with our sports programs.
Do you ride a bike? So do we, that's why we provide everything you need - a parking, shower and lockers.
Take a break in one of our chillout zones! Enjoy Xboxes, table tennis, billiards, table football, comfy chairs, etc.
Spend time with family and friends and have fun at company events.
In our company, we focus on feedback from each employee, both anonymous and direct.
After the trial period, we offer an employment contract.
On the first day of your employment, you will be provided with all essential equipment, i.e. work phone, laptop, an additional monitor and your own desk.
At ING Hubs Poland you can receive an annual bonus – its amount is based on the assessment of your work.
Start work between 7.00 and 9.00 and adjust the work to yourself, not the other way around.
We come to the office when our presence is conducive to cooperation.
Use the fully equipped kitchen that you will find on each floor. Enjoy a cup of delicious coffee or tea.
