IRRBB Modelling Specialist

Location: Warszawa, Pańska 97, Poland

Salary: 7,100–14,500 PLN gross for Specialist; 9,600–18,000 PLN gross for Senior Specialist.

Company

hirify.global Poland develops and manages market and operational risk models for ING across international projects.

What you will do

• Support Asset and Liability Model Development teams working on behavioral and risk transfer models and tools.
• Contribute to model design, coding, and testing.
• Participate in model submissions and internal reviews.
• Lead modelling initiatives such as monitoring and parameter recalibration, depending on seniority.
• Coordinate with validation and audit teams and ensure compliance with regulatory standards.
• Develop models used by local Risk Management units and Group Risk, including prepayment, replication, and stress-testing models.

Requirements

• Academic degree in econometrics, quantitative finance, mathematics, physics, statistics, computer science, or a related quantitative field; an MSc or PhD is preferred.
• Proven experience in quantitative modelling within the banking industry.
• Knowledge of interest rate risk management, especially behavioral modelling for mortgages or savings.
• Strong statistical, quantitative, and problem-solving skills.
• Ability to answer business questions with insightful analyses or modelling proposals.
• Experience working in an Agile environment.

Nice to have

• Experience with IRRBB topics such as behavioral modelling, replication portfolios, earnings-at-risk, and valuation frameworks.
• Experience with databases, data modelling, data preparation, and data quality control.
• Experience developing analytical solutions in Python or a similar language.

Culture & Benefits

• Work with an international team of market and operational risk modelling professionals.
• Collaborate on international projects with teams in Amsterdam.
• Interact with senior stakeholders in the IRRBB area.
• Use advanced modelling methods, tooling, and data processing technologies.