Junior IRRBB Modelling Specialist

Location: Warszawa, Pańska 97, Poland

Salary: 6100–12 500 PLN gross per month. The stated range may differ from the remuneration regulations.

Company

hirify.global Poland develops and manages market and operational risk models used across the ING banking group.

What you will do

• Contribute to the design, coding, and testing of quantitative financial risk models.
• Learn and support the model lifecycle from analytical idea through development, testing, review, and implementation.
• Participate in model submissions and internal reviews.
• Build analytical tools for understanding and managing financial risks.
• Work with quantitative modellers and colleagues in Amsterdam on models used across ING Group.

Requirements

• Academic degree or final-year Master's studies in econometrics, quantitative finance, mathematics, physics, statistics, computer science, or a related quantitative field.
• Interest in quantitative modelling in the banking industry.
• Strong statistical, quantitative, and problem-solving skills.
• Experience with or knowledge of Python or another programming language.

Nice to have

• Knowledge of or interest in IRRBB modelling, including behavioural modelling, replication portfolios, earnings-at-risk, and valuation frameworks.
• Experience with databases, data modelling, data preparation, and data quality control.

Culture & Benefits

• Full-time position within the Bank-wide Market and Operational Risk Models team.
• Work with an international team of professionals specializing in market and operational risk models.
• Exposure to behavioural, replication and hedging, and stress-testing models used by local Risk Management units and Group Risk.