Senior Model Validator – Xva And Counterparty Credit Risk

ING

Amsterdam, Netherlands
Not specified; 13th month salary included; 8% holi...
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Deep expertise in xva and counterparty credit risk
Strong quantitative background in financial mathematics
Experience validating trading book financial risk models
** ING is seeking a Senior Model Validator specializing in XVA and Counterparty Credit Risk in Amsterdam. The role involves leading the validation of complex models in the Trading Book Financial Risk domain, ensuring strong model risk governance and collaboration with stakeholders. **

Job Summary

  • This role involves leading the end-to-end validation of complex XVA and Counterparty Credit Risk models while contributing to broader Trading Book financial risk frameworks.
  • The successful candidate will act as a trusted sparring partner to stakeholders, advising on model risk materiality and driving innovation through coaching junior validators.
  • The position offers a hybrid working arrangement combining on-site work in Amsterdam with flexible remote options, alongside competitive benefits including a pension scheme and 25-28 vacation days.

Matching Summary

Match Score: 75

** ING is seeking a Senior Model Validator specializing in XVA and Counterparty Credit Risk in Amsterdam. The role involves leading the validation of complex models in the Trading Book Financial Risk domain, ensuring strong model risk governance and collaboration with stakeholders. **

Salary

Not specified; 13th month salary included; 8% Holiday payment included

Skills & Requirements

Must-have

  • Deep expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics
  • Experience validating Trading Book financial risk models
  • Ability to challenge first line of defence decisions
  • Knowledge of Python or C++ for quantitative modelling

Nice-to-have

  • Proactive and accountable mindset with focus on impact
  • Collaborative attitude with interest in developing others
  • Experience with automation or AI-enabled validation techniques
  • Ability to translate complex analysis for senior stakeholders

Key Requirements

  • Senior level experience in Model Validation
  • Solid understanding of Market Risk and Economic Capital models
  • Experience in heavily regulated banking environments

Work Rights

Not specified

Tailored Resume

Cover Letter