IRRBB Modelling Specialist
Warszawa, Polska
Key offer highlights
Looking for experts - senior/expert
Legal: contracts / compliance / GDPR
Full-time
On-site work - no remote option
Description
ING Hubs Poland is hiring!
Nr ref.
REQ-10121942
Spółka
ING Hubs
Kategoria
Financial Risk
Specialist
7 100 – 14 500 PLN grossSenior Specialist: 9 600 – 18 000 PLN gross
Lokalizacja
Warsaw, Poland
Data publikacji
22/09/2026
Poziom stanowiska
Professional
Your responsibilities
Specialists: Contribute to model design, coding, and testing; participate in model submissions and internal reviews
Senior Specialist: Lead certain modelling initiatives (such as monitoring, parameter recalibration, etc.), coordinate with validation and audit teams, ensure compliance with regulatory standards
You’ll get extra points for
experience with IRRBB modelling topics such as behavioral modelling, replication portfolios, earnings-at-risk and valuation frameworks
experience with databases, data modelling, data preparation, and data quality control
experience developing high-quality analytical solutions in Python or a similar language
We are looking for you, if you have
an academic degree (MSc or PhD preferred) in econometrics, quantitative finance, mathematics, physics, statistics, computer science or a related quantitative field
proven experience in quantitative modelling within banking industry
sound knowledge of interest rate risk management, in particular in relation to behavioral modelling (mortgage or savings models)
strong statistical, quantitative, and problem-solving skills
the ability to answer business questions with insightful analyses or modelling proposals
experience with Agile way of working