IRRBB MV Automation

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.