Senior Model Validator – Xva And Counterparty Credit Risk

282

Amsterdam, Netherlands
13th month salary; 8% holiday pyyment; pension sch...
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Deep expertise in xva and counterparty credit risk
Strong quantitative background in financial mathematics
Experience in heavily regulated banking environment
** The job posting seeks a Senior Model Validator specializing in XVA and Counterparty Credit Risk at ING in Amsterdam. The role involves validating complex financial risk models, engaging with stakeholders, and contributing to model governance within a collaborative and flexible work environment. **

Job Summary

  • This role involves leading the independent validation of complex models used to measure counterparty exposure and valuation adjustments within ING's global Trading Book risk framework.
  • The successful candidate will act as a trusted sparring partner to stakeholders, translating complex quantitative analysis into clear messages for model approval committees and senior management.
  • The position offers a hybrid working arrangement combining on-site work in Amsterdam with flexible remote options, alongside strong support for continuous professional development.

Matching Summary

Match Score: 75

** The job posting seeks a Senior Model Validator specializing in XVA and Counterparty Credit Risk at ING in Amsterdam. The role involves validating complex financial risk models, engaging with stakeholders, and contributing to model governance within a collaborative and flexible work environment. **

Salary

13th month salary; 8% Holiday payment; Pension scheme included

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 of Python or C++ programming

Nice-to-have

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

Key Requirements

  • Senior level experience in model validation
  • Expertise in XVA and Counterparty Credit Risk models
  • Quantitative modeling skills using Python or C++
  • Understanding of ECB/JST supervisory topics

Work Rights

Not specified

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