Model Validator Xva And Counterparty Credit Risk

282

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 derivatives pricing models
ING is seeking a Model Validator specializing in XVA and Counterparty Credit Risk to ensure robust model validation and governance in a quantitative trading environment. The role emphasizes collaboration, independent validation, and contributions to model development, offering a hybrid working model in Amsterdam

Job Summary

  • This role involves independent validation of models used to measure counterparty and valuation adjustment risks within a highly quantitative environment.
  • The successful candidate will work in a collaborative international team combining on-site work in Amsterdam with flexible remote working options.
  • Benefits include a hybrid working arrangement, 25-28 vacation days, a pension scheme, 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 robust model validation and governance in a quantitative trading environment. The role emphasizes collaboration, independent validation, and contributions to model development, offering a hybrid working model in Amsterdam.

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 derivatives pricing 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 and AI-enabled validation
  • Experience in heavily regulated environments
  • Innovation in model validation ways of working

Key Requirements

  • Expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background (financial mathematics, statistics)
  • Programming knowledge in Python or C++
  • Experience in regulated financial environments

Work Rights

Not specified

Tailored Resume

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