Specialist– Model Validation Market Risk [rekrutacja online]
- You have an academic degree (MSc or PhD) in Econometrics, Mathematics, Statistics, Physics, Quantitative Financial Economics or another quantitative/numerical field,
- You have work experience in modelling/validation of market risk (e.g. VaR, sVaR, Expected Shortfall, FRTB) and/ or counterparty credit risk (e.g. SIMM, CVA, PFE calculation) models for trading book, including knowledge about the business and associated regulations,
- You know how to price financial instruments (e.g. bonds, IRS, options),
- You have experience in working with external stakeholders such as auditors and regulators on trading risk related topics,
- You are an excellent team player, persistent, service oriented, eager to learn and have high quality standards,
- You would like to work in an international environment focused on creativity and modernity,
- You speak and write English on a very good level (C1 or above).
- Experience in Agile / Scrum way of working,
- Independent, creative and pro-active mind-set,
- Being keen on innovation.
At ING Tech Poland and ING group we follow the Agile approach and mindset. We are innovative and we trust people we work with. Risk Hub Warsaw was created as a part of central risk team currently located in Amsterdam. We are responsible for validating market risk, counterparty credit risk and valuation models for trading books used by ING worldwide. By bringing in our expertise we assure that models are appropriate for intended use, compliant with internal policies and external regulations and its limitations are well understood by the organization. Our goal is to ensure a strong modelling landscape within ING.
- contract of employment
type of contract
- 9:00 - 17:00
- ul. Zajęcza 4, Warszawa
this is the location of our office
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
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