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wholesale banking · retail banking

Senior Quantitative Risk Expert - SRT Oversight (2nd LoD)

AmsterdamPosted 2 months ago
Applied Mathematics And Operations ResearchSenior
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In this senior position, you will act as a trusted advisor and credible challenger from day one, combining deep regulatory expertise with strong analytical thinking to ensure robust, compliant, and well‑governed risk decisions across complex SRT transactions.

The team The Integrated Risk Oversight (IRO) department within Integrated Risk provides independent second‑line oversight on quantitative credit risk topics and securitisation‑related regulatory requirements across ING. Operating at the heart of Group Risk, the department ensures consistent interpretation and application of regulatory standards, strong model governance, and effective quantitative controls across all portfolios and business lines. The SRT Oversight (SRTO) team provides independent second‑line oversight of SRT securitisations, combining expertise in credit risk, securitisation, regulatory risk, and quantitative analysis. As a key interface between first line, senior management, and supervisory stakeholders, the team plays a critical role in ensuring that SRT transactions are sound, transparent, and aligned with regulatory expectations. The team supports, advises, and challenges the first line on regulatory model changes, model usage, and quantitative assumptions underpinning SRT transactions, capital outcomes, and supervisory submissions, ensuring model‑driven outcomes are robust, transparent, and well controlled.

Roles and responsibilities Currently we have multiple SRTO openings in the team that require a strong combination of securitisation, credit risk, quantitative understanding and regulatory expertise. This Quantitative Risk Expert role has a primary focus on quantitative risk assessment, model assumptions, and the analysis of risk and capital impacts arising from SRT transactions. The successful candidate will provide independent challenge on quantitative methodologies, modelling choices, and transaction-specific risk assessments to ensure robust and transparent outcomes. In this role, you will: Lead the design and continuous enhancement of policies, controls, and regulatory frameworks in the SRT space

Translate regulation (among others CRR, Securitisation Regulation) into clear, practical, and implementable guidance for stakeholders

Assess legal documentation and transaction structures for regulatory alignment

Connect regulatory requirements, models, and risk outcomes to identify inconsistencies, weaknesses, and improvement opportunities

Identify control gaps, emerging risks, and regulatory impacts

Proactively drive improvements in the 2LoD oversight approach and contribute to the strategic development of the SRT framework

How to succeed We hire smart people like you for your potential. Our biggest expectation is that you’ll stay curious. Keep learning. Take on responsibility. In return, we’ll back you to develop into an even more awesome version of yourself. Master’s degree in a prudential regulatory field to support deep regulatory understanding

6+ years of relevant experience with a proven track record in financial risk, preferably within securitisation or prudential regulation

Deep knowledge of CRR, SECR, and regulatory frameworks to ensure sound oversight

Strong analytical and conceptual mindset, with the ability to translate complex topics into clear insights

Proven ability to challenge constructively and influence senior stakeholders in a second‑line environment

Experience with risk frameworks, policy, or governance to support structured oversight

Rewards and benefits We want to make sure that it’s possible for you to strike the right balance between your career and your private life. Find out more about our employment conditions. The benefits of working with us at ING include: 25-28 vacation days depending on contract

Pension scheme

13th month salary

8% Holiday payment

Hybrid working

Personal growth and challenging work with endless possibilities

An informal working environment with innovative colleagues

About us

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Questions Please visit our Frequently Asked Questions section to find some answers on questions you might have. Contact the recruiter attached to the advertisement. Want to apply directly? Please upload your CV and motivation letter by clicking the ‘Apply’ button.

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