Senior ALM Model Architect
2 maanden geleden
About the Role
As a key member of our ALM (Asset & Liability Management) modelling division, you will engage with a dynamic group of highly skilled professionals dedicated to the creation and enhancement of ING's global ALM models. These models are essential for managing interest rate risk, liquidity, and capital adequacy. You will collaborate closely with various stakeholders, including those in Financial Risk, Risk & Capital Integration, Treasury, and Model Validation.
The Team
The ALM Modelling division comprises 35 experts located in major hubs. This team is part of a larger Model Development department that encompasses over 300 professionals. Our mission is to provide insightful guidance to our business partners, enabling ING's clients to achieve financial success in both personal and professional realms. We leverage advanced modelling techniques and data analytics to understand client behavior and drive informed decision-making.
Key Responsibilities
We seek an individual eager to cultivate a successful career in Modelling and Risk Management. You will take charge of developing models that are intricately linked to our business strategies, influencing global balance sheet metrics such as Net Interest Income, Economic Value, and Capital Requirements. The ALM models will encompass a wide range of customer lending products and deposit offerings.
Your focus will be on behavioral modelling for Liabilities, particularly non-maturing deposits (NMDs) like savings and current accounts. Additionally, you will be responsible for creating regulatory models for Net Interest Income and Economic Value, as well as conducting Supervisory Outlier Tests and participating in EBA Stress Testing exercises. Your primary objective will be to ensure that ALM models contribute to a stable Net Interest Income and precise capital requirements. Given the dependence on client behavior, you will analyze trends using big data analytics and maintain effective stakeholder engagement.
Success Factors
We value intelligence and potential in our candidates. Our expectation is that you will remain inquisitive, embrace continuous learning, and take ownership of your responsibilities. In return, we will support your development into an even more remarkable professional.
- A master's degree (MSc or PhD) in a quantitative discipline such as Econometrics, Mathematics, Engineering, or Physics.
- Completion of additional professional qualifications in financial risk, such as CFA or FRM, or a commitment to pursue them.
- Relevant experience in the financial sector, particularly within the IRRBB domain.
- Experience in modelling non-maturing deposits and familiarity with regulatory reporting for Banking Books.
- Strong quantitative skills, with proficiency in programming languages like Python.
- A proven ability to deliver high-quality outputs, including memos, presentations, technical documentation, and analysis, within established timelines.
- Exceptional analytical skills and meticulous attention to detail.
- The capacity to challenge existing practices.
- Excellent teamwork abilities.
- Fluency in English is essential.
Moreover, alignment with ING's values is crucial, and you should be prepared to uphold the Banker's Oath.
Compensation and Benefits
We strive to facilitate a healthy work-life balance. The benefits of joining ING include:
- A competitive salary reflective of 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 pay.
- Flexible hybrid working arrangements to optimize focus and collaboration.
- Opportunities for personal growth and challenging assignments with limitless potential.
- An informal work environment with innovative colleagues.
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