Head Of Market Risk

7 giorni fa


Milano, Lombardia, Italia ING 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 transfer of the open positions to Bank Treasury

• Managing a team of high value specialists. Besides management skills, specific knowledge of financial risk content also required to develop the team on content.

Education:

• Academic/PHD level in Economics or Statistics or other quantitative degree.

Work experience & skills required:

• At least +10 years of experience in the Financial Risk domain (previous managerial role as a plus)

• Solid background in the banking sector and deep understanding, analytical capabilities, and knowledge of best practices in managing financial risk

• Proficiency in English (proficiency in Italian is an advantage)

Behavioral competencies:
Business:

• Solving Problems: Identifies solutions given available information

• Quality Focus: Strives to meet quality standards and produce quality work products
Interpersonal:

• Influencing others: Persuades others to help achieve organizational goals and objectives

• Relationship building: Develops collaborative relationships to facilitate current and future objectives
Intrapersonal:

• Driving for results: Accomplishes goals, completes tasks and achieves results

• Positive attitude: Displays a positive disposition towards work
Leadership:

• Driving change: Champions new methods, systems and processes to improve performance


• Decision making: Uses sound judgement to make timely and effective decisions

• Inspiring others: Motivates others to accomplish organizational goals

Location: Milan (Italy), with possibility to partially work on a remote basis according to Super Flexible Smart Working approach.



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