Our objective is to enhance the “ING standard” configuration for the our ALM systems and setup roll-out in all locations ING operates in, such that it enables us to report and calculate the core Risk figures (NII- and NPV-@risk). When joining the team you will work on the implementation of replication/hedging and IRRBB reporting, as well as supporting the team with ad-hoc solutions to practical problems that arise during new functional implementations.
You will play a central role within ING and your success will depend on your ability to maintain good relations with our stakeholders, i.e. ING locations, Finance, Corporate Financial Risk and also our external stakeholders ECB, EBA, DNB and the auditor of ING.
We are looking for a committed and collaborative senior team player, who has a proven track record in implementing ALM systems within a large Financial Institution. Also you understand complex ALM data and calculations and how these contribute to managing ALM risk.Tasks to be performed
Development of IRRBB measures, implementation of target behavioral models, IRRBB scenarios and hedging replication:
We look for someone with the following skills/profile·Collaborates well in a team environment. ·Proficient oral and written communication skills in English. ·Minimum of five years of relevant experience in the banking sector. ·Master’s degree in econometrics, mathematics, economics, finance or similar study.
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