Lead ALM Risk Model Development

REQ-10111378
31/03/2026
Financial Risk
Varsovie, Pologne
ING Hubs

ING Hubs Poland is hiring!

The expected salary for this position: 17 300 - 28 000 PLN gross

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

We are looking for you, if you have:

6+ years of experience in financial risk management, supervision, or related fields
Broad expertise across market risk modelling, statistics, combining strong technical background with domain expertise
Extensive experience in steering / managing / organizing teams of experts over short/medium timescales
Quantitative background, i.e., a MSc or PhD degree in e.g. (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics
Sound knowledge of statistical inference and econometric methods
Sound knowledge of Python programming language
Extensive knowledge of interest rate modelling
Good understanding and interpretation of regulatory ALM risk policies, attention to detail and accuracy

English level - C1

You'll get extra points for:

Experience in being 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

Your responsibilities:

Managing the work of a team of 8+ 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, as well as solving Model Validation, Audit, and ECB findings
Support Business, Finance and Risk domains by maintaining, creation, and roll-out of interest rate curves and indices
Support the maintenance and roll-outs of ALM & Operational Risk models on an in-house modelling platform
Build, grow and lead team of senior experts, motivate, recruitment / hiring / talent development of scarce senior regulatory / model experts

Information about the team:

Market & Operational Risk Model Development is an international, global team (more than 35 risk experts) located in Amsterdam and Warsaw. The key responsibility is 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 "Chapter Lead Model Development II".

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

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