Head Of Market Risk

1 settimana fa


WorkFromHome, Italia ING Group A tempo pieno

Reports to: • Hierarchically: Chief Risk Officer, ING Italy• Functionally: Head of Banking Risk (global level)Job Description Financial Risk management activities relate to banking risk including Retail activities and Wholesale Banking activities.The risk categories are interest rate risk, funding and liquidity risk, treasury risk and customer behaviour (modeling) risk.ING Italy Head of Market Risk Management is part of the risk domain headed by the ING Italy CRO. The Head of Market Risk Management is a member of the local Risk Management team and has a functional reporting line at global level into the Head of Banking Risk (Financial Risk dep).Key results areas and responsibilities: • Owner of local asset and liability models• Owner of local IRRBB models• Responsible for monitor all the allocated limits, including Treasury, IRRBB and liquidity limits• Responsible for liquidity risk reporting & analysis including Liquidity Crisis Management in conjunction with HO and Liquidity stress testing• Responsible for Risk management of Securitization• Responsible for local activities related to Market Risk Capital• Responsible for the ALM risk identification and assessment• Advising the Exco on new or revised products as part of the PARP process• Being a full-fledged member of the ALCO committee and responsible for ALCO package and secretary support• Member of the pricing committee and of the Cpac committee• Responsible for monthly risk


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    2 settimane fa


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