ING Investment Banking
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  • An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field
  • Sound knowledge of statistical modelling and econometric methods
  • Experience with statistical programming (e.g. Python, R)
  • At least 5 years experience with : -Development and / or validation of behavioural models such as prepayment models-Replication (hedging) models
  • Knowledge of financial regulation on IRBB (Basel, EBA)
  • Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, boosted decision trees, etc.
  • Experience with databases, data modelling, data preparation and data quality control is considered a plus
  • At ING Tech Poland we follow the Agile approach, using flexible frameworks like Scrum and Kanban at our everyday work.

    We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.

    Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working.

    The Financial Risk Model Development department is an international team of 80 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models.

    To further strengthen and develop the modelling capabilities, ING decided to setup Risk Hub Warsaw. The Risk Hub Warsaw model development team will be performing model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam.

    The developed ALM models are core to the success of ING and include behavioural models (e.g. prepayment models) and replication (hedging) models.

    The models are used by all local Risk Management units within ING.

    As an expert in ALM modelling, you will be given the opportunity to broaden your experience in ALM modelling topics, using state-

    of-the-art modelling methods, tooling and data processing technologies.

  • Developing, improving, analysing and documenting ALM models : 20%
  • Monitoring of models, backtesting and benchmarking : 20%
  • Improving model development methodology : 20%
  • Advising management about modelling topics : 20%
  • Project and stakeholder management : 20%
  • Strong analytical and problem-solving capabilities
  • Communication and presentation skills, advanced level of English (C1 or above)
  • Independent, creative and pro-active mind-set
  • Keen on innovation
  • Your development

  • international projects
  • access to the newest technologies
  • certificates
  • professional development
  • free English lessons
  • Your health, physical condition and family

  • Private medical care
  • MultiSport card with 50% funding
  • Kindergarten next door
  • Bicycle parking
  • Chillout and entertainment zones
  • Sports events
  • suitable working conditions

  • Stable employment conditions
  • Mobile phone
  • Additional screen
  • Delicious coffee
  • Modern kitchen
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