Senior Model Validator – Xva And Counterparty Credit Risk

ING

Amsterdam, Netherlands
Not specified; benefits: 25-28 vacation days; pens...
Hybrid
Deep expertise in xva and counterparty credit risk
Strong quantitative background in financial mathematics
Experience in heavily regulated banking environments
ING is seeking a Senior Model Validator focused on XVA and Counterparty Credit Risk in Amsterdam, requiring expertise in financial risk modeling and strong quantitative skills. The role involves leading the validation of complex models, engaging with stakeholders, and contributing to model governance in a collaborative, hybrid 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.
  • ING offers a hybrid working environment with flexible remote options, competitive benefits including a pension scheme and 13th-month salary, and opportunities for professional growth.

Matching Summary

Match Score: 85

ING is seeking a Senior Model Validator focused on XVA and Counterparty Credit Risk in Amsterdam, requiring expertise in financial risk modeling and strong quantitative skills. The role involves leading the validation of complex models, engaging with stakeholders, and contributing to model governance in a collaborative, hybrid work environment.

Salary

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

Skills & Requirements

Must-have

  • Deep expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics
  • Experience in heavily regulated banking environments
  • Ability to challenge first line of defence decisions
  • Knowledge of Python or C++ programming languages

Nice-to-have

  • Proactive and accountable mindset with focus on impact
  • Collaborative attitude with interest in developing others
  • Experience driving innovation like AI-enabled validation
  • Coaching skills for junior validators
  • Effective stakeholder engagement across Trading Book

Key Requirements

  • Deep 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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