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 in heavily regulated environment with governance standards
ING is seeking a Senior Model Validator specializing in XVA and Counterparty Credit Risk to oversee the validation of complex models within their Trading Book Financial Risk department. The ideal candidate will possess strong quantitative skills, experience in regulated environments, and a collaborative mindset to engage with various stakeholders

Job Summary

  • You will lead the independent validation of complex models used to measure counterparty exposure and valuation adjustments within ING's global Trading Book risk framework.
  • The role involves acting as a trusted sparring partner to stakeholders, advising on model risk materiality and remediation strategies while challenging first line of defence decisions.
  • Benefits include hybrid working flexibility, a pension scheme, 25-28 vacation days, and an 8% holiday payment alongside opportunities for professional growth.

Matching Summary

Match Score: 85

ING is seeking a Senior Model Validator specializing in XVA and Counterparty Credit Risk to oversee the validation of complex models within their Trading Book Financial Risk department. The ideal candidate will possess strong quantitative skills, experience in regulated environments, and a collaborative mindset to engage with various stakeholders.

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 in heavily regulated environment with governance standards
  • Ability to translate complex quantitative analysis for committees
  • 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 coaching junior validators
  • Interest in automation or AI-enabled validation techniques

Key Requirements

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

Work Rights

Not specified

Tailored Resume

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