Senior Credit Risk Analyst

5 dagen geleden

Amsterdam, Noord-Holland, Nederland ING Voltijd

Position Overview

As a key member of the Chief Risk Officer's (CRO) risk division, the Financial Risk - Trading and Risk Management (FR-TRM) Credit Exposure Group (CEG) operates on a global scale, focusing on the quantitative evaluation and analysis of ING's Counterparty Credit Risk (CCR) exposures, including derivatives and securities financing products, for both internal assessments and regulatory compliance.

This role presents a unique opportunity to engage in a significant and fulfilling enterprise-wide risk management framework. You will have direct interactions with professionals from ING Financial Markets Trading and Sales, as well as quantitative analysts from Credit and Market Risk, and IT developers, fostering numerous avenues for both personal and professional growth.

Work Environment

The FR-TRM CEG team is characterized by its international scope, informal atmosphere, and results-driven approach. A strong emphasis is placed on collaboration, including an Agile methodology. You will collaborate closely with various stakeholders, including Front Office teams, other risk units, collateral management, operations, IT, credit risk reporting, finance, senior management, model validators, and model risk management.

Key Responsibilities

  • Support a comprehensive range of counterparty credit risk measurement models across all CCR financial asset classes.
  • Conduct Regulatory Exposure at Default (EAD) assessments utilizing both regulatory and internally developed models.
  • Perform Potential Future Exposure (PFE) assessments to facilitate internal limit utilization.
  • Implement Monte Carlo and Add-on methodologies, including their calibration and backtesting.
  • Execute stress testing and Wrong Way Risk modeling.
  • Develop margin flow models and determine own fund requirements for central counterparties.
  • Provide advisory services on risk profiles and conduct pre-deal assessments of potential future exposures for exotic and structured transactions.
  • Actively engage in projects related to CCR model implementations.
  • Validate market scenario evolution models across all asset classes.
  • Validate CCR profile estimations for various derivative products, including credit derivatives, equity, FX, and interest rate derivatives, with a focus on quantitative analysis.

We seek a seasoned professional with extensive experience in market and/or counterparty credit risk, who is eager to execute and lead project initiatives within a dynamic and evolving business landscape.

Daily Activities

Your daily tasks will involve translating regulations and ING's internal policies into functional specifications, collaborating with IT developers to implement these specifications (including refinement and testing), analyzing datasets, and coordinating with stakeholders both within and outside of FR-TRM to establish necessary automated data inputs and reporting outputs. You will document related operational procedures and present your analyses, results, and improvements to stakeholders and senior management, ensuring compliance with internal audit and model validation standards.

Qualifications for Success

We value intelligent individuals like you for your potential. Our primary expectation is that you remain inquisitive, continuously learn, and take on responsibilities. In return, we will support your development into an even more exceptional version of yourself.

A successful candidate will possess strong analytical abilities, proficiency in essential IT tools (such as MS Office and programming skills), a solid understanding of counterparty credit risk concepts, and a commitment to delivering optimal results in their projects and responsibilities. Additionally, the candidate should demonstrate effective communication skills to engage with various stakeholders and team members professionally and promptly, alongside critical thinking and a proactive mindset.

Your Profile

  • A university degree in economics, econometrics, business administration, finance, or a related field.
  • A minimum of 8 years of experience in market risk and/or counterparty credit risk.
  • A solid understanding of OTC derivatives pricing and risk measurement methodologies.
  • Proven expertise in Monte Carlo simulation methodologies.
  • Familiarity with financial market regulations, guidelines, and policies (e.g., Basel Standards, CRR, EBA publications).
  • Strong communication skills, capable of interacting with diverse stakeholders (e.g., Front Office, IT, Model Validation, Senior Management).
  • A self-starter with the ability to work independently, results-oriented, and adaptable to changing circumstances.
  • Excellent analytical skills with attention to detail and critical thinking capabilities.
  • A hands-on approach, able to work both independently and collaboratively within a team.
  • Ability to thrive under pressure and meet strict deadlines.
  • Proficiency in Excel, SQL, and programming knowledge (e.g., VBA, Python, SQL, Java) is advantageous.
  • Fluent in English.

Rewards and Benefits

We aim to ensure that you can achieve a healthy balance between your professional and personal life. More information about our employment conditions can be found on our website.

The benefits of working with ING include:

  • A competitive salary aligned with your skills and experience.
  • 24-27 vacation days based on your contract.
  • A comprehensive pension scheme.
  • A 13th-month salary.
  • An Individual Savings Contribution (BIS) of 3.5% of your gross annual salary.
  • 8% holiday payment.
  • Flexible hybrid working arrangements to combine remote focus time with collaborative office work.
  • Opportunities for personal growth and challenging work with limitless possibilities.
  • An informal working environment with innovative colleagues.

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