Senior Model Validator – Xva And Counterparty Credit Risk

ING

Amsterdam, Netherlands
Not specified; 13th month salary included; 8% holi...
Hybrid
Deep expertise in xva and counterparty credit risk
Strong quantitative background in financial mathematics
Experience validating trading book financial risk models
ING is seeking a Senior Model Validator specializing in XVA and Counterparty Credit Risk to lead the validation of complex financial risk models. The ideal candidate should possess deep expertise in quantitative analysis and model validation within a regulated environment, along with a collaborative mindset. The position offers a hybrid working model and emphasizes professional growth and a supportive work culture

Job Summary

  • You will lead and oversee the independent validation of complex models used to measure counterparty exposure and valuation adjustments.
  • The role involves acting as a trusted sparring partner to stakeholders while ensuring adherence to Model Risk Policy and validation standards.
  • Benefits include hybrid working, 25-28 vacation days, a pension scheme, and an 8% holiday payment.

Matching Summary

Match Score: 85

ING is seeking a Senior Model Validator specializing in XVA and Counterparty Credit Risk to lead the validation of complex financial risk models. The ideal candidate should possess deep expertise in quantitative analysis and model validation within a regulated environment, along with a collaborative mindset. The position offers a hybrid working model and emphasizes professional growth and a supportive work culture.

Salary

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

Skills & Requirements

Must-have

  • Deep expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics
  • Experience validating Trading Book financial risk models
  • Ability to challenge first line of defence decisions
  • Knowledge of Python or C++ for quantitative modelling

Nice-to-have

  • Proactive and accountable mindset with focus on impact
  • Collaborative attitude and interest in developing others
  • Experience with automation or AI-enabled validation techniques
  • Coaching skills for junior validators
  • Familiarity with ECB/JST supervisory topics

Key Requirements

  • Deep expertise in XVA and Counterparty Credit Risk
  • Solid understanding of Trading Book financial risk models
  • Experience in heavily regulated environments with high governance standards
  • Quantitative modelling skills using Python, C++, or similar languages

Work Rights

Not specified

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