Senior Model Validator – Xva And Counterparty Credit Risk

ING

Amsterdam, Netherlands
Not specified; not specified; 25-28 vacation days;...
Hybrid
Deep expertise in xva and counterparty credit risk
Strong quantitative background in financial mathematics
Experience in heavily regulated banking environment
ING is seeking a Senior Model Validator specializing in XVA and Counterparty Credit Risk to lead the validation of complex financial models and engage with stakeholders to ensure model risk governance. This role emphasizes collaboration, continuous learning, and a proactive approach to model validation within a dynamic, hybrid working environment

Job Summary

  • You will lead the independent validation of complex models used to measure counterparty exposure and valuation adjustments within ING's global Trading Book risk framework.
  • The role involves acting as a trusted sparring partner to stakeholders, translating complex quantitative analysis into clear messages for model approval committees and senior management.
  • Candidates will benefit from hybrid working arrangements, professional development support, and a collaborative culture with flexible remote work options.

Matching Summary

Match Score: 85

ING is seeking a Senior Model Validator specializing in XVA and Counterparty Credit Risk to lead the validation of complex financial models and engage with stakeholders to ensure model risk governance. This role emphasizes collaboration, continuous learning, and a proactive approach to model validation within a dynamic, hybrid working environment.

Salary

Not specified; Not specified; 25-28 vacation days; Pension scheme; 13th month salary; 8% Holiday payment

Skills & Requirements

Must-have

  • Deep expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics
  • Experience in heavily regulated banking environment
  • Ability to challenge first line of defence decisions
  • Knowledge in Python or C++ programming

Nice-to-have

  • Proactive and accountable mindset with focus on impact
  • Collaborative attitude and interest in developing others
  • Experience coaching junior validators
  • Innovation in automation or AI-enabled validation techniques

Key Requirements

  • Deep expertise in XVA and Counterparty Credit Risk
  • Solid understanding of Trading Book financial risk models
  • Experience in regulated environment with high governance standards
  • Quantitative modelling skills using Python or C++

Work Rights

Not specified

Tailored Resume

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