IRRBB Modelling Specialist

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