We are looking for an Asset & Liability Management (ALM) professional who has experience with Interest Rate risk management and the system QRM (Quantitative Risk Management).
ING is building one standard implementation for Interest Rate Risk and Forecasting in the banking books. Regulations and internal risk management insights require us to constantly enhance our ALM capabilities.
Within our team we aim to develop new functionality and methodologies for risk management and finance departments in one target platform (QRM). Our team aims to find the right balance between conceptual risk management and practical implementation.
The project team (± 80 people) is divided into smaller squads of around nine Business Analysts. You will work in a highly professional environment with lots of growth and development opportunities.
Our objective is to roll-out the “ING standard” configuration for to all locations in which ING is operating. Aim is to report and calculate the core Risk figures (NII- and NPV-@risk). When joining the team you will work on the implementation of (amongst others) the new market data framework (IBOR implementation), as well as assisting the team with country support. This means you are working closely together with stakeholders like Market Risk and Finance departments in the foreign offices.
Your work environment
Development of IRRBB measures, implementation of new products to the ING Balance sheet and help building target solutions such as the new Market Data framework (multi curve) and the IBOR implementation.
How to succeed
You should have strong analytical skills and the ability to create, challenge and improve risk monitoring techniques and measures. The candidate should have good communication skills and a pro-active attitude, willingness to learn new things and a drive to continuously look for improvement.
You have the following experiences and skills:
Master Degree in Econometrics, Mathematics, Economics or similar quantitative study
1-3 years experience in a banking or financial environment
Experience with ALM; Interest Rate & Liquidity Risk Management
Experience with QRM and SQL (development or configuration, have a natural feeling for coding)
Specific banking experience (ALM, Risk, Modelling, Data mngt, Reporting, IT) is preferred
Fluent in English (verbal and written)
Strong analytical skills
Affinity with IT is a plus and strongly desired
Eagerness to learn and grow a career with ING
What do we offer?
A job from 36 to 40 hours and a unique offer that fits in with the times of today. We take into account your home situation and your ambitions and help you to balance work and private life. Discover yourself our employment
To give you an idea, we will tell you about the benefits of working at ING:
A salary tailored to your qualities and experience
Working in a team where we set the standard for a global system role out for interest rate risk management
Working on one of the most important ALM projects in ING
A reimbursement for travel expenses
24 vacation days with a 36-hour working week. If you work 40 hours a week, you will receive 27 vacation days
13th month salary
Individual Savings Contribution (BIS), 3.5% of your gross annual salary
8% Holiday payment
Personal growth and challenging work with endless possibilities to realize your ambitions
An informal working environment with innovative colleagues who strive for the very best
Progressive way of working according to the Agile method, so that new ideas come to life
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