Market Risk Management Specialist

1 week geleden


Amsterdam, Noord-Holland, Nederland ING Voltijd
{"Role": "Market Risk Management Specialist", "Responsibilities": "We are seeking a highly skilled Market Risk Management Specialist to join our team at ING. As a key member of our Market Risk Management team, you will be responsible for managing a significant portion of our balance sheet, contributing to around one-third of our overall P&L. Your main task will be to hedge our balance sheet to realize a stable margin and Net Interest Income for ING. You will monitor and model client behavior, using big data analytics to spot emerging trends. You will also advise business stakeholders on product and pricing decisions, requiring a deep understanding of our product offerings. Your success will depend on your ability to maintain good relations with our stakeholders, including CRO NL divisions, Finance, the Business Tribes, Group Financial Risk, Model Validation, Group Treasury, and external stakeholders ECB, DNB, and the external auditor of ING.

"Requirements": "An academic degree (MSc or PhD), preferably in Econometrics or other quantitative studies such as Mathematics, Engineering & Physics. Finished additional professional qualifications in the financial risk field such as CFA, FRM, or the willingness to do so. Minimum of 7 to 10 years of relevant experience in the financial sector (banking, insurance, consulting). Extensive knowledge of financial risk management, relevant regulations, modeling and hedging techniques. Knowledge of and preferably experience with the parameterization of behavioral ALM models (prepayment, non-maturing deposit modeling). Experience in being a sparring partner/advisor to Senior Management. Experience with SQL and coding (Python, R) is an advantage as well as experience with QRM, and/or other ALM systems. And of course, you should be fluent in English.

"Benefits": "We offer a competitive salary, 24-27 vacation days, pension scheme, 13th-month salary, Individual Savings Contribution (BIS), 8% Holiday payment, and personal growth and challenging work with endless possibilities. You will also have the opportunity to work in an informal working environment with innovative colleagues, work Agile, and have a hybrid working mode (flexible working from home and office).

"How to Apply": "If you are a motivated and experienced Market Risk Management Specialist looking for a new challenge, please submit your application. We look forward to hearing from you"}
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