Financial Risk Intern – Trading Risk Management (TRM)
Core
Supporting the ownership and oversight of ING's FRTB CVA (Credit Valuation Adjustment) capital framework through regulatory capital reporting, risk analysis, and model governance.
Role type
Financial Risk Intern (Trading Risk Management)
Builds
Regulatory capital reports, risk analytics, and analytical tools for counterparty credit and market risk.
Domain
Banking / Financial Risk / Derivatives
Deliverable
dashboards & analysis
Required skills
Python, Excel, data analysis, regulatory capital reporting, risk analysis, scenario analysis, stress testing, documentation management
Preferred skills
VBA, SQL, familiarity with financial markets and derivatives
Technologies
Python, Excel, VBA, SQL
Responsibilities
Prepare and review daily, monthly, and quarterly FRTB CVA capital reports; Analyze movements in CVA capital, market risk sensitivities, and counterparty exposures; Support ad-hoc analyses related to portfolio developments and regulatory capital drivers; Assist with scenario analysis, stress testing, and regulatory impact assessments; Contribute to the development and optimization of reporting and analytical tools; Maintain documentation related to reporting processes and regulatory requirements.
Seniority
Intern
