Senior ALM Model Developer
2 maanden geleden
About the Role
The ALM (Asset & Liability Management) modelling division at ING is a dynamic team composed of highly skilled experts. Our primary responsibility is the creation and advisory of ING's comprehensive ALM models, which encompass interest rate risk, liquidity, and capital models. These models play a crucial role in pricing, funding, hedging, and determining capital requirements. We maintain strong collaborations with stakeholders at the Head Office, including Financial Risk, Risk & Capital Integration, Treasury, and Model Validation, as well as local business stakeholders across various regions.
Team Overview
The ALM Modelling team is made up of 35 professionals located in key cities. This team operates within the Model Development department, which comprises over 300 professionals dedicated to Integrated Risk. Our mission is to provide insightful guidance to our business stakeholders, enabling ING's clients to maintain a competitive financial edge in both personal and business contexts. Understanding client behavior is essential, and we employ advanced modelling techniques and technologies to analyze and leverage data effectively. This position presents an excellent opportunity to enhance your ALM management, data analytics, and modelling skills while also developing your interpersonal abilities through stakeholder engagement.
We embrace an agile working methodology and believe that empowerment is vital for achieving success.
Key Responsibilities
We seek a candidate eager to cultivate a successful career in Modelling and Risk Management. You will be tasked with developing models that are intricately linked to our business operations, impacting the global balance sheet, including Net Interest Income, Economic Value, and Capital Requirements. The ALM models address global customer lending products such as mortgages and SME Lending, as well as customer deposit products like current accounts and savings.
This position focuses on behavioral modelling for Liabilities, including non-maturing deposits (NMDs) such as savings and current accounts, along with the development of regulatory models for Net Interest Income and Economic Value Supervisory outlier tests and EBA Stress testing exercises. Your primary responsibility will be to ensure that ALM models contribute to a stable Net Interest Income and precise capital requirements. Given that these models are heavily influenced by client behavior, you will analyze and model this behavior while identifying emerging trends through big data analytics. Due to the extensive stakeholder involvement in ALM models, a balanced combination of planning, stakeholder management, persuasive, and technical skills is essential. Additionally, familiarity with regulatory developments is crucial as ALM models are subject to regulatory oversight.
Success Factors
We value intelligence and potential in our candidates. Our foremost expectation is that you remain inquisitive, continuously learn, and take on responsibilities. In return, we will support your development into an even more remarkable professional.
- An academic 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 willingness to pursue these qualifications.
- Relevant experience in the financial sector, particularly within the IRRBB domain.
- Experience in modelling NMDs and knowledge of regulatory reporting requirements for Banking Books.
- Strong quantitative abilities and proficiency in programming languages such as Python.
- A proven history of delivering high-quality outputs, including memos, presentations, technical documentation, analyses, and code, within established timelines.
- Excellent analytical skills with meticulous attention to detail.
- The capability to challenge existing norms.
- Strong teamwork skills.
- Fluency in English is essential.
Additionally, you should embody the values of ING, demonstrating behavior that aligns with these principles. You should also be prepared to uphold the Banker's Oath.
Benefits
We are committed to ensuring 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 advantages of working with ING include:
- A competitive salary aligned with your skills and experience.
- 24-27 vacation days based on your contract.
- A pension scheme.
- A 13th month salary.
- Individual Savings Contribution (BIS), amounting to 3.5% of your gross annual salary.
- 8% holiday pay.
- Hybrid working arrangements that combine remote work for focused tasks and office work for collaboration.
- Opportunities for personal growth and challenging assignments with limitless possibilities.
- An informal work environment with innovative colleagues.
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