ING Careers

ING Hubs Poland is hiring!

We are looking for you, if you:

• have a PhD or a MSc in a quantitative field, preferably (financial) mathematics, econometrics, or physics,

• have familiarity with derivatives pricing,

• know risk models (Value at Risk, Economic Capital, Risks not in Model, etc),

• have experience with Phyton,

• have strong communication skills and fluency in English.

You'll get extra points, for:

• knowledge of the most important market and regulatory developments (e.g. CRR Market Risk framework for the Trading Book, FRTB, Prudent Valuation framework),

• being a constructive attitude and being a pro-active team player.

Your responsibilities:

• Write technical reports documenting the quantitative analysis performer,

• Design and develop trading risk and valuation adjustments methodologies,

• Build and maintain associated internal prototypes and team libraries,

• Contribute to the set-up overarching methodologies.

Information about the squad:

We are part of the Integrated Risk / Model Development department, which amongst other comprises of a large team of modelling experts: Trading Risk, Credit Risk and Market Risk in IRRBB, Balance Sheet Risk models, with state-of-the-art modelling methods, tooling and data-processing technologies.

The position offers excellent opportunities to excel in what you do and to broaden your modelling and coding skills, as well as exposure to a dynamic and agile international working environment.

The Trading Risk Quants are an energetic international team of highly qualified professionals. Our area of expertise is FM Trading pricing models, market risk and counterparty credit risk in the Trading book.

The team’s responsibility is to:

1) develop Trading Risk methodologies and model improvements, such as e.g. Economic Capital, Stress testing, VaR scenarios, IRC, CCR models etc., across the different asset classes.

2) develop the calculation methodologies for valuation adjustment models for trading pricing models in order to account for the various risk uncertainty categories.

3) provide quantitative support to risk managers and traders (in the risk modelling context for instance in stress testing, proxy methodologies for market data, etc).

Our recruitment process is being conducted in collaboration with our Dutch team, offering a unique opportunity to work in Warsaw while engaging closely with both our Polish and Dutch colleagues.

The role naming convention in the global ING job architecture will be “Model Developer II”.