Model Validator Xva And Counterparty Credit Risk

ING

Amsterdam, Netherlands
Not specified; 13th month salary; 8% holiday pyyme...
Hybrid
Expertise in xva and counterparty credit risk
Strong quantitative background in financial mathematics
Experience with trading book financial risk models
ING is seeking a Model Validator specializing in XVA and Counterparty Credit Risk to validate models for managing financial risks within the trading book. The role emphasizes a strong quantitative background and collaboration within a flexible, hybrid working environment

Job Summary

  • The role involves independent validation of models used to measure counterparty and valuation adjustment risks within the Trading Book.
  • Candidates 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 validate models for managing financial risks within the trading book. The role emphasizes a strong quantitative background and collaboration within a flexible, hybrid working environment.

Salary

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

Skills & Requirements

Must-have

  • Expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics
  • Experience with Trading Book financial risk models
  • Knowledge of Python or C++ programming
  • Ability to challenge first line of defence decisions

Nice-to-have

  • Proactive and accountable mindset
  • Collaborative attitude with feedback culture
  • Interest in automation or AI-enabled validation techniques
  • Experience in heavily regulated environments

Key Requirements

  • Expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics or statistics
  • Programming knowledge in Python or C++

Work Rights

Not specified

Tailored Resume

Cover Letter