Market Risk Specialist with Python in SOT reporting development

Who We Are Looking For:

• The candidate who will focus on global solution for SOT reporting of IRRBB measures.
• A strong Python programmer and analytical thinker who can create, challenge, and improve reporting techniques.
• A team player with a “can-do” mentality, capable of clear communication and alignment with internal stakeholders and senior management.
• Someone who can act as the link between stakeholders providing functional requirements and developers needing technical specifications.
• A proactive individual with a commitment to continuous improvement within the team and tribe.
• A collaborative team player experienced in managing complex data and data structures, contributing to ALM risk management.
• Someone who understands complex ALM data requests from supervisors (ECB, EBA) and can translate these into structured, timely deliverables.

What You Need to Bring:

• Strong collaboration skills in a team environment.
• At least 2 years of experience in business analysis, data analytics, or data science within the financial risk of a financial institution (preferably ALM side).
• Hands-on experience with Python.
• A Master’s degree in econometrics, mathematics, economics, or a similar quantitative field.
• Proficient oral and written communication skills in English.
• Ability to act as a connector between Risk, Finance, and IT.
• Strong analytical, problem-solving, and communication skills.

You’ll Get Extra Points For:

• Familiarity with Regulatory Technical Standards on IRRBB supervisory outlier tests.
• Experience with SQL, Power BI, or similar tools.
• IT affinity.
• Certificates: FRM, PRM, CQF.
• Experience in Agile (Scrum) methodologies.

Your Responsibilities:

• Translate business data requests into understandable and actionable items and designs with the team.
• Align and agree on results with main stakeholders and management.
• Develop new functionality and analysis capabilities in our target Python model for SOT to support efficient delivery of complex data requests (e.g., ALCO/stress test inputs).
• Implement and roll out 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.