Chapter lead Model Development - Liabilities

Job description

ING is looking for an Expert Lead to develop liability models for IRRBB exposures of ING Group . The liability models are integrated into the overall IRRBB and CSRBB modelling strategy as executed by the ALM team. The ALM Model Development team consists of approximately 35 FTE that are located in Amsterdam and Warsaw. The Liability models need to facilitate the financial risk strategy across the bank with the purpose of safeguarding ING’s financial health. To be successful the Expert Lead needs to properly manage close interactions with different partners and stakeholders throughout the ING organisation like Tech, Financial Risk, local units, Operations, Treasury, Model Validation and Corporate Audit Services as well with External stakeholders like the ECB and the External Auditors. Given the nature and complexity of the projects timely planning, managing progress, organising decision making and managing alignment throughout the value chain is crucial. What you'll do: You will set priorities and manage day-to-day activities of a team of approximately 7 FTE in an agile setting. The team focuses on 4 main activities: the development of group Liability Models for all IRRBB exposures i...