STA - Senior Customer Journey Expert within Counterparty Credit Risk
[Team Description]
The Credit Exposure Group (CEG) is part of the Financial Risk – Trading Risk Management (FR-TRM) domain within ING’s CRO risk organisation. The team is responsible for the quantitative measurement and management of Counterparty Credit Risk (CCR) exposures across ING’s global trading activities. CEG plays a vital role in ensuring accurate risk assessments and regulatory compliance for derivatives and securities financing transactions.
[Specific Function]
CEG contributes to ING’s broader financial risk strategy by supporting the development, implementation and maintenance of CCR models and methodologies, supporting both internal risk management and external regulatory requirements, as model owner. The team serves key stakeholders such as Financial Markets, Risk, and IT, enabling informed decision-making and robust risk controls. The Experienced Customer Journey Expert will lead and support the translation of regulatory requirements into functional specifications, guide implementation efforts, and ensure high-quality CCR measurement and reporting. This role has a direct impact on the integrity and effectiveness of ING’s CCR framework.
[Job Description]
We are looking for an experienced Financial Risk Officer to join the CEG team as Customer Journey Expert during a 4 month STA, to accelerate the delivery of the strategic CCR modelling and measurement roadmap, including regulatory committed deliverables. This senior role offers a unique opportunity to work in a dynamic, international environment at the intersection of quantitative risk modelling, regulatory compliance, and financial markets. The ideal candidate brings deep expertise in CCR, strong analytical and communication skills, and a proactive mindset. You will lead initiatives, support IT implementation, and collaborate with stakeholders across the bank to ensure CCR models and processes meet internal and external standards.
[Specific Tasks and Responsibilities]
● Translating regulatory requirements and internal policies into functional specifications
● Supporting IT developers in implementing CCR models and processes (e.g. refinement, testing)
● Leading CCR measurement activities across various financial asset classes
● Overseeing EAD and PFE assessments using regulatory and internal models
● Applying and validating Monte Carlo and AddOn methodologies
● Modelling netting and collateral agreements in CCR assessments
● Conducting stress testing and Wrong Way Risk estimations
● Managing model monitoring and model risk activities
● Coordinating CCR model implementation projects within ING’s IPA environment
● Documenting procedures and presenting analysis to stakeholders
● Ensuring compliance with internal audit and model validation standards
● Collaborating with internal teams such as Financial Markets, Risk, and IT
[Specific Knowledge and Experience]
● University degree in economics, econometrics, finance, or a related field
● Minimum of 8 years’ experience in market risk and/or counterparty credit risk
● Strong understanding of OTC derivatives pricing and CCR methodologies
● Proven expertise in Monte Carlo simulation techniques
● Excellent communication skills for engaging with diverse stakeholders
● Self-starter with a hands-on approach and ability to work independently
● Strong analytical skills, attention to detail, and critical thinking
● Ability to work under pressure and meet tight deadlines
● Proficiency in Excel and SQL; programming skills (Python, Java, C++) are a plus
● Fluent in English
● Flexible and results-driven, with a proactive attitude toward continuous improvement
[Reporting Line and Classification]
The successful candidate for the senior Customer Journey Expert role will report hierarchically to the Head of Process, Control & Risk within the Financial Risk Management team, based in Amsterdam.
This position is classified as:
Global Job Architecture (GJA): 18
Job Grade: 12
Job Title: Senior Customer Journey Expert
Job Family Group: Risk Management
Job Family: Financial Risk