IRRBBSeniorModelDeveloper

**ING Hubs Poland is hiring!** ​The expected salary for this position: 13 000 - 22 000 PLN gross. _The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations._ **We are looking for you, if you have:** * an academic degree (BSc or MSc) in econometrics, quantitative methods, statistics, IT, mathematics, physics or a similar quantitative field, * sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and sources, * experience in modelling of interest rate risk in the banking book (e.g. NMDs, interest rate dynamics, interest rate curves, stochastic interest rate models), * understanding banking and financial market products e.g. options, interest rate swaps, * sound knowledge of statistical modelling and econometric methods, * experience with statistical programming (e.g. Python, R). **You 'll get extra points for:** * experience in the development, implementation and/or validation of behavioural models such as prepayment models, * replication (hedging) models, * understanding banking and financial market products e.g. options, interest rate swaps, * knowledge of and experience with advanced statistical techniques such as, Monte Carlo, numerical methods, stochastic interest rates, etc., * experience with databases, data modelling, data preparation and data quality control is considered a plus, * experience with Git, Azure DevOps, * understanding Scrum and Agile Way of Work. **Your responsibilities:** * model implementation and development of tools (Python), * performing quantitative analysis, * improving model methodology, * assessing model performance - backtesting, monitoring, benchmarking, * technical reporting - model documentation. **Information about the Team:** The ALM Model Development department is an international team of highly qualified professionals. Our expertise lies in the development and management of market risk models. The Risk Hub Warsaw model development team w