Model Validator Xva And Counterparty Credit Risk

itinfinance.nl

Amsterdam, Netherlands
Not specified; 13th month salary included; 8% holi...
Hybrid
Expertise in xva and counterparty credit risk
Strong quantitative background in financial mathematics
Experience with derivatives pricing models
ING is seeking a Model Validator focused on XVA and Counterparty Credit Risk, responsible for validating models and ensuring methodological soundness within the Trading Book Financial Risk department. The role emphasizes collaboration, quantitative expertise, and proactive engagement in a hybrid working environment

Job Summary

  • You will join ING's Model Validation Financial Risk department to independently validate models measuring counterparty and valuation adjustment risks.
  • The role involves performing risk-based portfolio activities, including thematic reviews and identifying structural model risk drivers across the Trading Book.
  • Benefits include a hybrid working arrangement, 25-28 vacation days, an 8% holiday payment, and a pension scheme.

Matching Summary

Match Score: 85

ING is seeking a Model Validator focused on XVA and Counterparty Credit Risk, responsible for validating models and ensuring methodological soundness within the Trading Book Financial Risk department. The role emphasizes collaboration, quantitative expertise, and proactive engagement in a hybrid working environment.

Salary

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

Skills & Requirements

Must-have

  • Expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics
  • Experience with derivatives pricing models
  • Knowledge of Python or C++ programming
  • Understanding of MoRM governance policies

Nice-to-have

  • Proactive and accountable mindset
  • Collaborative attitude with feedback culture
  • Interest in automation and AI-enabled validation
  • Ability to translate complex analysis for stakeholders

Key Requirements

  • Expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in statistics or econometrics
  • Experience in heavily regulated environments

Work Rights

Not specified

Tailored Resume

Cover Letter