Market Risk Specialist

Key responsibilities:

• Being in charge for daily monitoring of market risks including FX, IRRBB, trading, liquidity reporting preparation and analysis;
• Monitor performance and analysis of Treasury and FM desks activities;
• Fulfill as local banking legislation in area of market risks (Regulation 64) as well as EU standards (requirement of ING Group);
• Deep involvement in stress testing process (IRRBB, liquidity risk stress tests, integrated stress testing, designing scenarios);
• Take part in implementation of new regulations (ILAAP, ICAAP, capital requirement under market risks);
• Being permanently focused on enhancement of internal processes (VBA is a must).

Qualification requirements:

• Bachelor’s / Master’s Degree in Banking, Finance, Statistics;
• 1-2+ years of experience in market risks;
• Strong Excel skills required;
• VBA coding required;
• English – upper-intermediate as minimum.