We are looking for a professional with years of experience in market and/or counterparty credit risk who is interested in working in demanding and evolving business environment.
Daily activities include the translation of regulations and/or ING internal policies into functional specifications, supporting IT developers to implement these specifications (refinement, testing, etc), analysis of datasets, coordination with stakeholders (both in and outside FR-TRM) in establishing the required (automated) data inputs and also reporting outputs, documenting related operating procedures, presenting your analyses, results, improvements, etc to stakeholders, always ensuring the implementation meets internal audit and model validation standards.
Your work environment:
The FR-TRM CEG work environment can be characterized as international, informal, and result-oriented. Also, there is strong focus on teamwork, including an Agile way of working. You will work closely with many different stakeholders such as Front Office, other risk departments, collateral management, operations, Information Technology (IT), credit risk reporting, finance, (senior) management, model validators and model risk management.
Who are we looking for?
A successful candidate has strong analytical skills, proficiency in required IT tooling (e.g. programming skills), affinity with counterparty credit risk concepts and feels responsible to always timely deliver the best possible concerning her/his projects, responsibilities and expertise. Also, the candidate has good communication skills – to interact with various stakeholders and team members in a timely and professional manner – as well as critical thinking and a pro-active attitude.
Your profile:
- A university degree in economics, econometrics, business administration, finance and/or similar degrees.
- At least 8 years of work experience in market risk and/or counterparty credit risk
- Good demonstrable understanding of OTC derivatives pricing and risk measurement methodologies.
- Proven understanding of Monte Carlo simulation methodologies.
- Good communication skills, able to interact with different stakeholders (e.g. Front Office, IT, Model Validation, Senior Management)
- Self-starter (capable to work independently), result-driven and flexible, i.e. able to adjust quickly to new circumstances
- Strong analytical skills with attention to detail and critical thinking.
- A hands-on approach, to be able to work independently as well as in the team.
- Ability to work under pressure meeting strict deadlines.
- Proficient in Excel, SQL
- Programming skills would be an advantage (Python, Java, C++)..
- Fluent in English