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Market Risk Capital Expert – Financial Risk



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 several years of relevant professional experience in financial risk management, market risk, ALM, capital management, quantitative risk modelling or a related area within the financial sector,
  • You have strong quantitative expertise and hands-on experience in quantitative risk analysis, implementation or assessment of risk methodologies,
  • You have a strong understanding of Market Risk, Economic Capital and capital frameworks, preferably within a banking environment,
  • You have completed a degree in Applied Mathematics, Econometrics, Quantitative Finance, Statistics, Economics, Finance, or another quantitative discipline,
  • Practical experience with Economic Capital, IRRBB and/or Market Risk Capital models is considered a strong asset,
  • You have experience in translating complex quantitative analyses into clear messages and recommendations for senior stakeholders and management,
  • You are fluent in English and comfortable working in an international environment.

You'll get extra points for:

  • Ability to independently perform quantitative analyses, model-related assessments and data-driven investigations,
  • Experience with quantitative tools and programming languages such as Python, SQL or similar is considered a strong asset,
  • Strong ability to identify key assumptions, sensitivities and limitations behind quantitative results,
  • Excellent problem-solving skills and the ability to break down complex quantitative problems into manageable components,
  • Strong communication skills, including the ability to explain quantitative concepts to both technical and non-technical stakeholders,
  • Ability to independently identify, analyse and resolve complex problems,
  • Strong stakeholder management skills and confidence in challenging and advising senior stakeholders,
  • Result-driven, autonomous and able to take ownership of complex topics,
  • Ability to work effectively across different teams, functions and cultural environments.

Your responsibilities:

  • Perform and coordinate in-depth quantitative analyses and assessments of Market Risk and Capital,
  • Act as a subject matter expert for quantitative aspects of Market Risk Capital frameworks and models,
  • Analyse, challenge and further develop quantitative methodologies underlying Market Risk Economic Capital and Regulatory Capital frameworks,
  • Assess model assumptions, methodologies, sensitivities and limitations, and evaluate their impact on risk and capital measures,
  • Contribute to the development, enhancement and implementation of Market Risk Capital models and methodologies,
  • Support and improve the Capital Risk Appetite and limit-setting, allocation and monitoring processes,
  • Provide expert guidance and advice to Senior Management and key stakeholders on quantitative Market Risk and Capital topics,
  • Lead or play a key role in global financial risk projects with a strong quantitative and methodological component,
  • Monitor and interpret regulatory developments related to Market Risk Capital and assess their implications for existing methodologies and frameworks,
  • Translate complex quantitative results into clear risk insights, recommendations and management information.

Information about the squad:

The Financial Risk (FR) department is a head office function that sets and control financial risk strategy across the organization. The department provides strategic guidance on financial risk (market risk and liquidity risk for the balance sheet), safeguards regulatory compliance and is the model owner for market risks in both banking and trading books. Market Risk Capital & Analyses team is the model owner responsible for the Market Risk Economic Capital models and Market Risk Regulatory Capital models of ING. 


The role naming convention in the global ING job architecture will be “Financial Risk Specialist V”.

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Bij ING willen we het beste uit mensen halen. Daarom hebben we een inclusieve cultuur waarin iedereen de kans krijgt om te groeien en een verschil te maken voor onze klanten en de samenleving. Diversiteit, gelijkheid en inclusie staan bij ons altijd voorop. We behandelen iedereen eerlijk, ongeacht leeftijd, geslacht, genderidentiteit, culturele achtergrond, ervaring, geloof, ras, etniciteit, beperking, gezinssituatie, seksuele geaardheid, sociale afkomst of wat dan ook. Heb je hulp nodig of kunnen we iets voor je doen tijdens je sollicitatie of gesprek? Neem dan contact op met de recruiter die bij de vacature vermeld staat. We werken graag samen met jou om het proces eerlijk en toegankelijk te maken. Lees hier meer over hoe wij staan voor diversiteit, inclusie en erbij horen.

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