Financial Risk Specialist – Interest Rate Risk

About the role

ING Hubs Poland is hiring a Financial Risk Specialist (role named Financial Risk Specialist II in the global ING job architecture) in the Interest Rate Risk team of the Financial Risk department. The specialist contributes to the worldwide management of market and liquidity risks affecting ING Group's consolidated balance sheet, including identifying, analysing and quantifying the bank's interest rate risk.

Key responsibilities

• Analyse and monitor market risk at ING Group level
• Implement regulatory requirements in IRRBB (Interest Rate Risk in the Banking Book)
• Manage models and tools for measuring and monitoring interest rate risk
• Support senior managers and other stakeholders in managing interest rate risk
• Help implement new regulations and risk systems for IRRBB, run stress tests and manage the lifecycle of models and interest rate risk metrics

Required profile

• Experience in the financial sector or strong interest and potential in banking and risk management
• Academic education preferably in economics, econometrics, applied mathematics, finance or comparable training
• Knowledge of asset and liability management and new IRRBB regulations
• Excellent spoken and written English
• Team player, pragmatic problem solver, able to act as a trusted advisor and work across cultures

Required skills

• Sound knowledge of risk management and financial products
• Extra points for quantitative background in market risks (interest rate, liquidity and FX risks)
• Extra points for practical Python experience for data analysis, process automation and risk solutions
• Negotiation, presentation and writing skills