Market Risk Professional
2 weken geleden
As a key member of the Market Risk Management team at ING, you will play a crucial role in managing the balance sheet of ING NL. Your primary responsibility will be to hedge the balance sheet to achieve a stable margin and Net Interest Income for ING. This involves monitoring and modeling client behavior, as well as identifying emerging trends using big data analytics.
Key Responsibilities- Manage a portfolio of assets and liabilities worth approximately EUR 150-180 billion, contributing to around one-third of ING's overall P&L.
- Develop and implement hedging strategies to minimize risk and maximize returns.
- Collaborate with business stakeholders to provide advice on product and pricing decisions.
- Contribute to the migration of ING NL to QRM for the monthly hedging process and the migration of our mortgages administration to STATER.
- Academic degree in Econometrics or other quantitative studies such as Mathematics, Engineering & Physics.
- Completed additional professional qualifications in the financial risk field, such as CFA, FRM, or the willingness to do so.
- Minimum of 2 to 3 years of relevant experience in the financial sector.
- Extensive knowledge of financial risk management, relevant regulations, and modeling and hedging techniques.
- Knowledge of behavioral ALM models and experience with SQL and coding languages such as Python and R.
We offer a competitive salary, 24-27 vacation days, pension scheme, 13th month salary, individual savings contribution, and hybrid working arrangements. Our team is committed to providing a supportive and collaborative work environment that fosters personal growth and challenging work opportunities.
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