You will work in one of the Functional Development teams. Within our teams we aim to develop new functionalities and methodologies for market risk management in one target platform - QRM. Our team looks to find the right balance between conceptual risk management and practical implementation.
Team objective is to enhance the “ING standard” configuration for the QRM roll-out in a location such that it enables us to report and calculate the core Risk figures in QRM (NII- and NPV-@risk). When joining the team you will work on the support of the calculation of Customer BehavioRal (CBR) and Economic Capital (EC) in QRM. Also the support of the inclusion of Market Data information in QRM, which are required for the calculations, will be part of your activities. Additionally, your work could also include making smaller changes to the functionality in QRM. Next to the QRM tool we are also responsible for managing data transformations and the setup of a robust ALM reporting framework.
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