Model Validator Xva And Counterparty Credit Risk

224

Amsterdam, Netherlands
Not specified; not specified; pension scheme, 13th...
Hybrid
Xva and counterparty credit risk expertise
Trading book financial risk models validation
Strong quantitative background in finance
ING is seeking a Model Validator specializing in XVA and Counterparty Credit Risk to ensure the integrity of models used in managing financial risks. This hybrid role involves validating various risk models and contributing to model governance in a collaborative and innovative environment

Job Summary

  • This role involves independent validation of models used to measure counterparty and valuation adjustment risks within the Trading Book.
  • The successful candidate will work in a highly quantitative environment at ING's Model Validation Financial Risk department in Amsterdam.
  • Benefits include hybrid working flexibility, a pension scheme, 25-28 vacation days, and an 8% holiday payment.

Matching Summary

Match Score: 85

ING is seeking a Model Validator specializing in XVA and Counterparty Credit Risk to ensure the integrity of models used in managing financial risks. This hybrid role involves validating various risk models and contributing to model governance in a collaborative and innovative environment.

Salary

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

Skills & Requirements

Must-have

  • XVA and Counterparty Credit Risk expertise
  • Trading Book financial risk models validation
  • Strong quantitative background in finance
  • Python or C++ programming knowledge
  • Regulated environment governance experience

Nice-to-have

  • Experience with automation or AI techniques
  • Collaborative attitude and feedback culture
  • Proactive ownership of model risk drivers
  • Interest in professional development
  • Ability to translate complex analysis clearly

Key Requirements

  • Expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics
  • Knowledge of derivatives pricing models
  • Experience in heavily regulated environments

Work Rights

Not specified

Tailored Resume

Cover Letter