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Financial Risk Officer Junior - ING

Locatie: Amsterdam

As Financial Risk Officer Junior, you are responsible for the development of IRRBB measures, implementation of target behavioral models, IRRBB scenarios and hedging replication.

We are looking to strengthen Financial Risk Functional Development team with an enthusiastic person, who is always looking to learn more about balance sheet risk management. ING wants to roll out one standard implementation for Interest Rate Risk and Forecasting in the banking books. Regulations and internal risk management insights require us to constantly enhance our ALM capabilities to be implemented consistently throughout ING Bank. Within our team we aim to develop new functionality and methodologies for risk management in one target platform (QRM). Our team looks to find the right balance between conceptual risk management and practical implementation.

Our objective is to enhance the “ING standard” configuration for the QRM roll-out in all locations ING operates in, such that it enables us to report and calculate the core Risk figures in QRM (NII- and NPV-@risk ). When joining the team you will work on the implementation of (amongst others) replication and IRRBB reporting, as well as assisting the team with ad-hoc solutions to practical problems that arise during new functional implementations.

Tasks to be performed
Development of IRRBB measures, implementation of target behavioral models, IRRBB scenarios and hedging replication.

  • analyse risk measurement figures and methods
  • execute configuration fit/gap analyse on new functionality (either from IRRBB or Rolling forecast)
  • coordinate resulting data required functional transformations.
  • the end criterion is that output figures for reporting are covered in full and signed off by the users.
  • develop new functionality in our target model, such as replication processes and new behavioural models

Who we are looking for?
A successful candidate should have strong analytical skills and the ability to create, challenge and improve risk monitoring techniques and measures. The candidate should have good communication skills and a pro-active attitude, willingness to learn new things and a drive to continuously look for improvement.

Personal profile
We look for someone with the following skills/profile

  • Good communication skills (in English)
  • Team player
  • Strong analytical skills
  • Master’s degree in econometrics, mathematics, economics or similar quantitative study
  • Flexible
  • IT affinity is a big plus

What do we offer?

  • A job where you see a lot of what the bank does, and ability to learn Balance Sheet Risk Management
  • International work environment
  • A 40-hour working week
  • Working in a team where we set the standard for a global system role out.
Location: Amsterdam

Information and application:


Please send your application for Financial Risk Officer Junior at ING in Amsterdam including your CV via our website.

Job code:


Job posted

08 maart 2019
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More information:

Milan Worpel
Senior Lead Recruiter

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