Customer Journey Expert / Financial Risk – Trading Risk Management

<p>As part of the CRO risk organisation, FR-TRM CEG is responsible for Counterparty Credit Risk (CCR) measurement of ING’s global derivatives and securities financing portfolio, both for internal as well as external (i.e. regulatory) purposes.<br/>This includes inter alia the implementation and maintenance of:</p><ul><li><p>Exposure at Default calculations for internal and regulatory purposes for derivatives as well as securities financing transactions (using e.g. SA-CCR, Financial Collateral Comprehensive Method, IMM)</p></li><li><p>Potential Future Exposure calculation, amongst others based on Monte Carlo simulation</p></li><li><p>Own funds requirements for central counterparties</p></li><li><p>CCR stress testing</p></li><li><p>CVA Capital</p></li><li><p>Capital calculation and exposure measurement for failed settlement transactions</p></li></ul><p></p><p>We are looking for a professional to strengthen the CEG team. As a Customer Journey Expert you will be part of a team responsible for the maintenance and enhancements of counterparty credit risk calculations and measures within ING internally developed systems, for ING’s global derivatives portfolio and ING’s global securities financing portfolio.</p><p>Daily activities include the translation of regulations and/or ING internal policies into functional specifications, supporting IT developers to implement these specifications (refinement, testing, etc), analysis of datasets, participation with stakeholders (both in and outside FR-TRM) in establishing the required (automated) data inputs and also reporting outputs, documenting related operating procedures, presenting your analyses, results, improvements, etc to stakeholders, always ensuring your contribution to the implementation meets internal audit and model validation standards.</p><p></p><p><b>Your work environment</b></p><p>The FR-TRM CEG work environment can be characterised as international, informal, and result-oriented. Also, there is strong focus on teamwork, including an Agile way of working.<br/>You will work closely with many different stakeholders such as Front Office, other risk departments, collateral management, operations, Information Technology (IT), credit risk reporting, finance and model risk management.</p><p></p><p></p><p><b>Who are we looking for?</b></p><p>A successful candidate has strong analytical skills, proficiency in required IT tooling (e.g. MS Office, programming skills), affinity with counterparty credit risk concepts and feels responsible to always timely deliver the best possible concerning her/his tasks assigned. Also, the candidate has good communication skills – to interact with various stakeholders and team members in a timely and professional manner – as well as critical thinking and a pro-active attitude.</p><p></p><p><b><b>How to succeed</b></b></p><p><span>We hire smart people like you for your potential. Our biggest expectation is that you’ll stay curious. Keep learning. Take on responsibility. In return, we back you to develop into an even more awesome version of yourself.</span></p><ul><li><p>A university degree in economics, econometrics, business administration, finance and/or similar degree</p></li><li><p>At least 2 years of work experience in market risk and/or counterparty credit risk</p></li><li><p>Knowledge of, and keen interest in, financial markets and financial instruments</p></li><li><p>Experience with financial markets relevant policies, guidelines and regulations (e.g. Basel Standards, CRR, EBA publications, etc) is a plus</p></li><li><p>Good communication skills, able to interact with different stakeholders (e.g. Front Office, IT, Model Validation)</p></li><li><p>Self-starter (capable to work independently), result-driven and flexible, i.e. able to adjust quickly to new circumstances</p></li><li><p>Strong analytical skills with attention to detail and critical thinking</p></li><li><p>Proficient in Excel (pivots), and having programming knowledge (e.g. Python, SQL, Java)</p></li><li><p>Fluent in English</p></li></ul><p></p><p><b><span>Rewards and benefits</span></b></p><p><span>We want to make sure that it’s possible for you to strike the right balance between your career and your private life and reward our people with a generous benefits offer and employment <span>conditions.  </span></span></p><p></p><p><b><b>Questions?</b></b></p><p><span> </span><span>Contact recruiter attached to the vacancy  for more information about this role. Want to apply directly? Please upload your CV and motivation letter by clicking the “Apply” button.</span> <span> </span></p>