Stress Testing in Trading Book

Job description

For ING’s Financial Markets business, the Stress Testing Squad is responsible for monitoring, analysing and reporting stress tests on the market risk of the trading activities. In addition, the squad has an important role in coordinating and running all market risk-related regulatory exercises, such as the EBA Stress Test. We are looking for a professional to strengthen the Stress Testing squad. As a Financial Risk Officer, you will work on identification of risks for the portfolio, development of stress testing scenarios, analysis of stress impact on the portfolio and on capital, and reporting stress tests to stakeholders. Next to scenario-based stress testing, the team also performs the review of the stressed VaR period. Your work environment: The Stress Testing squad is an energetic, international team. The team has an open, informal atmosphere and a strong focus on teamwork (including an Agile way of working). You will work closely with many internal and external stakeholders such as risk managers globally, front office, finance, IT, senior management, vendors and regulatory supervisors. We work in a dynamic environment, balancing daily measurement and analysis with the rapid c...