Senior Market Risk Manager
ING Group
Amsterdam, Netherlands
5 dagen geleden

Senior Market Risk Professional

Our Market Risk Management team is an energetic team of highly qualified professionals. We are responsible for managing the balance sheet of ING NL.

We do this by hedging our interest rate and liquidity risks in close cooperation with Group Treasury. We maintain close relations with our business stakeholders, advise them on product and pricing changes and make them aware of all relevant (macro-economic) trends and consequences.

The low interest rate environment is an example of such a trend.

The Market Risk Management team comprises of a team of 30 experts. We are determined to empower the customers of ING to stay ahead financially, in life and business by means of our advice to business stakeholders.

Client behaviour is crucial in our domain. Therefore we use lots of data in our state-of-the-art modelling methods and other exploration and analysis technologies.

We keep up-to-date on the latest trends such as Machine Learning modelling. The position offers excellent opportunities to broaden your market risk / asset & liability management and data analytics competencies while working on your soft skills by advising our stakeholders.

We have an agile way of working and believe that empowerment is crucial for you to be successful.

What does a Senior Market Risk Professional at ING do?

We are looking for a colleague who wants to develop a successful career in managing and hedging market risks. You will become responsible for managing roughly 130-150 bio.

of assets and liabilities contributing to around one-third of the overall ING P&L. You will take this responsibility together with your colleagues in one of our four squads.

Your main task is to hedge the balance sheet in order to realise a stable margin and Net Interest Income for ING. The hedges are largely dependent on client behaviour, so you will monitor and model the behaviour and spot emerging trends using big data analytics.

Because our hedges influence the cost-price of our products, you will be asked for advice by the business tribes in pricing and product decisions.

In doing so, you have to know all the details of our product offerings (mortgages, savings, current accounts, business loans, consumer loans).

You will play a central role within ING and your activities will impact ING’s overall P&L. Your success will depend on your ability to maintain good relations with our stakeholders, i.

e. CRO NL divisions, Finance, the business Tribes, Corporate Financial Risk, Model Validation, Bank Treasury and also our external stakeholders ECB, DNB and the auditor of ING.

Your backpack should contain

  • An academic degree (MSc or PhD), preferably in econometrics or other quantitative studies such as Mathematics, Engineering & Physics
  • Finished additional professional qualifications in the financial risk field such as CFA, FRM, or the willingness to do so
  • Minimum of four years of relevant experience in the financial sector (e.g. banking, insurance, consulting)
  • Extensive knowledge of financial risk management, relevant regulations, e.g. Basel / IRRBB, modelling and hedging techniques
  • Experience in being a sparring partner / advisor to Senior Management
  • Having experience with advanced statistical / machine learning techniques and / or data modelling software (e.g. Python, R) is an advantage
  • Additionally, you should have

  • Excellent analytical skills with a strong attention to detail
  • Interest in financial services, an innovative take on banking and an unconditional drive to turn your ideas into reality
  • The ability to challenge the status quo
  • Great team player skills
  • And of course you should be fluent in English
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