Asset Liability Risk Management AVP

ING Bank

• Modelling, reporting, analyzing/assessing related risks
• Adapting to group/global and local regulatory standards/requests
• Enhancing internal procedures
• Focusing on the system implementation

• Minimum 5 years’ experience in  ALM or Market Risk function of a Bank
• Project management skills to undertake and drive/ monitor specific projects.
• Good understanding of interest rate risk modelling
• Knowledge of Basel and Liquidity Risk Management requirements
• Knowledge of modelling behavioral products
• Knowledge of accounting principles
• Good command of written and spoken English
• Proficient in Excel and VBA
• Knowledge of SQL
• Previous system implementation experience is preferred
• Ability to work independently
• Ability to critically review and challenge numbers
• Strong quantitative skills and detail-oriented individual
• The role is highly analytical and requires a full understanding of banking and treasury products, the inherent risks that these generate and the instruments that can be used to hedge these risks

İŞ TANIMI

• Implementation of the group’s target operating system on the ALM risk side.
• Responsibility for the analytical review and monitoring of Interest Rate Risk metrics and limits with regards to ING guidelines and regulatory standards
• Ongoing monitoring and assessment of the Liquidity Risk denominators and  limits with regards to group and regulatory standards
• Review the soundness and analytical toughness of behavioral modelling.
• Execution of stress testing for the local and global regulator.
• Adapting the Bank to the new EBA guidelines on the interest rate risk arising from non-trading activities.