ALM Business Analyst (QRM)

We are looking for you if:

• You are knowledgeable in risk management methodology,

• You can break down NPV and NII measures into risk factors,

• You have an experience within ALM and/or Interest Rate Risk Management, IRRBB

• You have min. 2 years of experience in Finance (Bank or Insurance company),

• You are a communicator and like to liaise with stakeholders such as data teams, Production team, model developers and market risk managers,

• You are a team player,

• You are a problem solver,

• You enjoy working in an international team and environment,

• You are pro-active and eager to learn.

English level - B2.

You'll get extra points for:

• Being familiarized with any ALM software (i.e., QRM, Fusion Risk, OneSumX, Moody's Analytics),

• Knowledge on approaches to model the banking book products (mortgages, savings, current accounts).

• Experience with SQL and VBA,

• IT affinity,

• Master’s degree in econometrics, mathematics, economics, or similar quantitative study.

Additional skills:

• Experience in Agile (Scrum) way of working is preferred.

Your responsibilities:

• Monthly coordination of User Acceptance Tests with multiple complex changes being tested,

• Executing and interpreting impact analysis for IRRBB figures after a change,

• Internal stakeholder management,

• Alignment with multiple teams,

• Foster automation of existing processes.

Information about the squad:

• International Project team of around 90 ALM specialists operating from Amsterdam (NL), Warsaw (PL) and Manila (PH). This particular position is based in Warsaw.

• We work Agile in ALM Project teams consisting of Market Risk Management, TECH Developers, ALM Data Experts, ALM Business Analysts, QRM Experts.

• Our focus is building a “One Standard” ALM solution for the whole of ING. Development of this ALM platform has been prioritized as one of ING’s most important strategic worldwide objectives. Step by step new countries are on-boarded.

• You will be working in the TACT analyses squad within ALM Team The team is responsible for orchestrating UATs, alignment of Production environment with Acceptance environment. In the team you will analyze the risk figures PRE and POST change with respect to risk metrics as NPV calculations, NII, EVE, EC and processes replication & hedging, behavioral model implementations, FTP and Balance sheet forecasting.

• The role of Warsaw office is growing which creates a demand for new talents.