Model Validator Xva And Counterparty Credit Risk

ING

Amsterdam, Netherlands
Not specified; benefits: 25-28 vacation days; pens...
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 join their Model Validation Financial Risk department in Amsterdam. The role involves independent validation of financial risk models and fostering a collaborative team culture while offering opportunities for continuous learning and professional development

Job Summary

  • This role involves the independent validation of models used to measure counterparty and valuation adjustment risks within a highly quantitative environment.
  • The successful candidate will support end-to-end validations covering Market Risk, CCR, Pricing & Valuation, and Economic Capital models.
  • ING offers a hybrid working arrangement with flexible remote options and a comprehensive benefits package including pension and holiday payments.

Matching Summary

Match Score: 85

ING is seeking a Model Validator specializing in XVA and Counterparty Credit Risk to join their Model Validation Financial Risk department in Amsterdam. The role involves independent validation of financial risk models and fostering a collaborative team culture while offering opportunities for continuous learning and professional development.

Salary

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

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 AI-enabled validation techniques
  • Collaborative attitude and feedback culture
  • Proactive ownership of model risk drivers
  • Interest in continuous professional development

Key Requirements

  • Expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics or econometrics
  • Experience in heavily regulated environments with high governance standards

Work Rights

Not specified

Tailored Resume

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