Market Risk Expert in ALM reporting development

Who we are looking for?

• Analytical Innovator: A strong analytical thinker who can create, challenge, and enhance reporting techniques.
• Team Player: Someone with a “can-do” mentality who excels in a collaborative environment.
• Clear Communicator: Ability to communicate and align effectively with internal stakeholders and senior management.
• Key Connector: Act as the crucial link between stakeholders providing functional requirements and developers needing technical specifications.
• Data Expert: Experienced in managing and understanding complex data and data structures, and how they contribute to managing ALM risk.
• Regulatory Savvy: Capable of understanding complex ALM data requests from supervisors (ECB, EBA) and translating them into structured, timely deliverables.
• Proactive Attitude: A proactive individual with a commitment to continuous development and improvement within the team and tribe.

What you need to bring:

• Collaborates well in a team environment.
• Minimum 8 years of experience working in business analysis, data analytics or data science in the banking sector (preferably ALM side).
• Hands-on experience working with SQL, Power BI, or similar tool is a must have.
• Knowledge on ALM software (i.e., QRM, Fusion Risk, OneSumX, Moody's Analytics).
• Familiarity with IRRBB / Liquidity regulatory environment.
• Experience in development/requirement gathering for financial risk reporting to Senior Management.
• Act by intuition to interpret interest rate risk measures (BPV, VaR, NII, EVE) and sources.
• Master’s degree in econometrics, mathematics, economics, or similar quantitative study.
• Proficient oral and written communication skills in English.
• Capable of acting as connector between Risk, Finance and IT.
• Strong analytical, problem-solving, communication skills.

You'll get extra points for:

• IT affinity.
• Certificates: FRM, PRM, CQF.
• Experience in Agile (Scrum) methodologies.

Your responsibilities:

Development of functionality that structurally support the locations and ING Head Office in the timely and consistent delivery of complex analysis and reporting requests in an in-house built ALM results area (e.g. ALCO /stress test inputs) based on technologies such as SSMS, SSIS, SSAS & Power BI.

• Translate (external and internal) Risk/Finance data requests into understandable and actionable items and designs with the team.
• Align and agree results with main stakeholders and management.
• Develop new functionality and analysis capabilities in our target reporting model in ARA (ALM results area) to strengthen our analysis within interest rate risk, liquidity risk, customer behavior risk, NPV@risk, NII@risk, replication & hedging, prepayments, NMD, EC, EVE
• Implementation and roll-out of new data solutions to end-users and locations.

Information about the squad:

• Dynamic International Team: Comprising around 90 ALM specialists based in Amsterdam (NL), Warsaw (PL), and Manila (PH). This position is specifically located in Warsaw.
• Growing Warsaw Office: The expanding role of our Warsaw office is driving the demand for fresh talent.
• Agile ALM Project Teams: We operate in Agile teams that include Market Risk Management, TECH Developers, ALM Data Experts, ALM Business Analysts, and QRM Experts.
• Unified Implementation: ING Bank is standardizing the implementation for Interest Rate Risk, Liquidity Risk and Forecasting across its banking books, driven by regulatory requirements and internal risk management insights.
• Collaborative Culture: We prioritize mutual support, knowledge sharing, teamwork, and continuous improvement, both professionally and personally.
• Young and International: Our team is youthful and globally oriented, focusing on developing new functionalities and methodologies for our ALM platform.
• Stakeholder Relations: The role involves supporting ING’s headquarters, with success hinging on maintaining strong relationships with end-users and stakeholders, including Financial Risk teams, local Risk Managers, and Finance teams.
• Data-Driven Solutions: We handle Finance and ALM Risk data, collaborating with internal and external stakeholders to find optimal structural solutions for ING globally. Experience with Finance systems, particularly in ALM or Treasury-related data, is highly valued.