Lead Alm Risk Model Development

ING Hubs Poland

Warsaw, Poland
17,300 - 28,000 pln gross; not specified; not spec...
6+ years financial risk management experience
Strong python programming language skills
Extensive interest rate modelling knowledge
The role involves managing a team of over eight quantitative experts to steer model development and monitoring within the Market & Operational Risk domain

Job Summary

  • The role involves managing a team of over eight quantitative experts to steer model development and monitoring within the Market & Operational Risk domain.
  • Candidates must possess a strong quantitative background including an MSc or PhD in fields such as Financial Mathematics, Econometrics, or Statistics.
  • The position requires extensive knowledge of interest rate modelling and the ability to interpret regulatory ALM risk policies with high accuracy.

Matching Summary

The role involves managing a team of over eight quantitative experts to steer model development and monitoring within the Market & Operational Risk domain.

Salary

17,300 - 28,000 PLN gross; Not specified; Not specified

Skills & Requirements

Must-have

  • 6+ years financial risk management experience
  • Strong Python programming language skills
  • Extensive interest rate modelling knowledge
  • Statistical inference and econometric methods expertise
  • Team leadership of 8+ quantitative experts

Nice-to-have

  • Experience advising Senior Management
  • FRM/PRM/CFA or CQF professional certification
  • Knowledge of ECB findings resolution
  • Experience with SOT regulatory models
  • Understanding of EBA IRRBB/CSRBB Guidelines

Key Requirements

  • 6+ years experience in financial risk management
  • MSc or PhD in Quantitative field
  • C1 English level proficiency
  • Leadership experience steering senior experts

Work Rights

Not specified

Tailored Resume

Cover Letter