IRRBB MV Automation

REQ-10088488
22/01/2025
Model Risk Management
Warsaw, Poland

Apply now Benefits

ING Hubs in Poland is hiring!

We are looking for you if :

You have a lot of experience in Python and code development.
You have experience in software engineering.
You have experience in model validation.
You have deep knowledge of financial engineering, statistics, econometrics and probability.
You have a quantitative background, (MSc or PhD degree) in e.g. Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics or Physics.
You communicate in English fluently, both verbally and in writing.
You have a genuine passion for continuously improving.

You'll get extra points for:

Knowledge of SAS / QRM.
Certificates: FRM, PRM, CQF or BTRM

Your future duties:

50% Coding automated controls in model validation
25% Designing a validation template for automation
25% Executing automated controls with manual comments

Information about the squad

Together let’s build the best ALM / IRRBB validation team in Poland, where you will have a possibility to explore and challenge top-notch models and work with world-class experts in the field. We specialize in modelling the interest rate risk in the banking book such as behavioral, interest rates, valuation, replication/hedging and risk measurement models in the banking book.

The IRRBB Model Validation chapter has 15 members. The chapter is located in Warsaw and works closely with the headquarter in Amsterdam.

Apply now

Your place of work Explore the area

Questions? Just ask
ING Recruitment team

Ask by email

Apply now

ING’s vision is to unlock our people’s full potential through our inclusive culture where everyone has the opportunity to develop and have impact for our customers and society. To achieve this vision, our policies support diversity, equity, and inclusion. As an equal opportunity employer, we do not tolerate discrimination of any kind with regard to age, gender, gender identity, cultural background, experience, religion, race, ethnicity, disability, family responsibilities, sexual orientation, social origin, or any other status protected by applicable law. If you require any assistance or if we can accommodate you in any way when participating in our application and/or interview process, please email the recruiting contact listed for the relevant position. We will be happy to work with you to ensure a fair and accessible process. Read more about our commitment to diversity, inclusion and belonging here.