Structuring & Advisory – Financial Risk & Market RWA

Job description

The team Risk models are of paramount importance to ING Wholesale Banking (‘WB’) given that they cover 50% of ING's capital consumption and provisions. The WB Capital & Models department is co-owner of ING’s WB risk models and is pivotal in the delivery of the redeveloped WB risk models. The department is an integral part of ING WB in centrally optimizing and managing the WB balance sheet / capital by collaborating with all business lines, sector organizations and risk departments across the Bank. The department is composed of three Capital teams, three Model Expert teams, and a Regulatory Transformation team. The Regulatory Transformation team oversees regulatory developments, drives strategic (regulatory) initiatives and assesses and mitigates their RWA impact. Key responsibilities across the department include managing Capital- and Model‑related ECB on‑site inspections, serving as the delegated model owner for the WB Lending Pricing tool (PricING), driving RWA optimization and scenario analysis, representing WB in various Risk Committees, and providing regulatory expertise to the Front Office. For this team, we are looking for a Structuring and Advisory expert with tangible expe...