ALM model developer

Job description

Our ALM (Asset & Liability Management) modelling team is an energetic team of highly qualified professionals. We are responsible for the development and advice on ING ’ s global ALM models (interest rate risk, liquidity and capital models). The models are used for risk measurement, funding, hedging and capital requirement purposes. We maintain close relations with our stakeholders at Head Office (e.g. Financial Risk, Group Treasury, Model Validation) and local business stakeholders in Germany, Belgium, Netherlands, Poland, Spain, Turkey, Australia, etc. The ALM Modelling team consists of around 35 professionals, based in Amsterdam and Warsaw. The ALM Modelling team is part of the Model Development department within Integrated Risk. We are determined to advise our business stakeholders to empower the customers of ING to stay ahead financially, in life and business. Client behaviour is crucial to us and we use state-of-the-art modelling methods and technologies to explore, analyse, and leverage data. The position offers excellent opportunity to broaden your ALM management, data analytics and modelling competencies while working on your soft skills by advising our stakeholders. We hav...