Medior Market Risk Modeller MRM
- Den Helder, Noord-Holland, Netherlands
- Permanent, Full time
- 20 Oct 17 2017-10-20
Medior Market Risk Modeller MRM
ING is looking for a Medior Financial Risk Modeller - Market Risk Management
We are looking for a colleague who wants to further develop a career in market risk modeling. Your responsibilities include:
- Developing, improving, analyzing and documenting ALM/MRM models
- Advising management about modelling topics
- Project and stakeholder management
- Creating initiatives to further improve our ALM/MRM capabilities and processes
- Planning and co-ordination of international activities
You will play a crucial role in the development of models to measure and manage market risks in the banking books. The models include behavioral models (e.g. prepayment models), replication (hedging) models and risk measurement models (e.g. economic capital model). The models are primarily related to retail products (mortgages and savings) and are used throughout ING. You will be responsible for the development of risk methodologies for the measurement and replication of the market risks in retail portfolios of ING Bank worldwide. As such you will play an important role in the correct representation of market and model risk exposures of the ING Group.
Your work environment
The ALM Model Development Team is an energetic international team of highly qualified professionals, with an open, informal approach and a strong focus on team work. The position also offers excellent opportunities to broaden your model development skills in Financial Markets and Credit and Trading Risk.
The ALM Model Development Team is part of Financial Risk Model Development. Financial Risk Model Development comprises of a team of 50 modelling experts, who are determined to develop the best possible financial risk models to empower the customers of ING to stay ahead financially, in life and business. Our expertise lies in the development and management of Market Risk,-Credit and Trading Risk and Financial Markets models with state of the art modelling methods, tooling and data processing technologies.
- Academic degree (MSc or PhD), preferably in econometrics, mathematics, physics or computer science.
- Experience in quantitative positions at financial institutions
- Excellent knowledge of and proven experience with statistical modelling and software (C++, Java, Python, R, SAS)
- Experience with advanced statistical techniques such as machine learning and deep learning
- Excellent knowledge and experience with financial engineering and econometric methods
- Preferably expertise in risk management methods and systems used within ING
- Experience in managing complex projects
- Experience as an advisor on complex topics
- Strong analytical, problem-solving, communication and execution skills
- Fluent in English
- Independent, creative and pro-active mind-set
- Can-do mentality
- Willingness to challenge the status quo
- A dedicated team player.
- A very challenging function
- A job where you can really make a difference
- An international working environment
- Room for extensive personal growth
- Great career (international) opportunities
- 40 hours
Apply directly online, click on Apply for this job. For further inquiries, please contact Kim Verhaaf: kim.verhaaf@ing. nl . Please send your CV and motivation. We are looking forward to your application! For more information on vacancies please check www.ING.nl/carriere