Lead ALM Risk Model Development

Job description

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: 6+ years of experience in financial risk management, supervision, or related fields Broad expertise across market risk modelling, statistics, combining strong technical background with domain expertise Extensive experience in steering / managing / organizing teams of experts over short/medium timescales Quantitative background, i.e., a MSc or PhD degree in e.g. (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics Sound knowledge of statistical inference and econometric methods Sound knowledge of Python programming language Extensive knowledge of interest rate modelling Good understanding and interpretation of regulatory ALM risk policies, attention to detail and accuracy English level - C1: You'll get extra points for: Experience in being a sparring partner/advisor to Senior Management Professional certification FRM/PRM/CFA or CQF: Contribution to solving ECB...