Senior Model Validator – Xva And Counterparty Credit Risk
ING
Amsterdam, Netherlands
Not specified; not specified; pension scheme, 13th...
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Deep expertise in xva and counterparty credit risk
Strong quantitative background in financial mathematics
Experience in heavily regulated banking environments
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ING is seeking a Senior Model Validator focusing on XVA and Counterparty Credit Risk in Amsterdam. The role involves leading the validation of complex financial models, engaging with stakeholders, and contributing to the development of model validation practices while encouraging a collaborative work culture.
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Job Summary
You will lead and oversee the independent validation of complex models used to measure counterparty exposure and valuation adjustments.
The role offers active involvement in model approvals, supervisory dialogue with the ECB/JST, and internal audit interactions.
Benefits include hybrid working flexibility, a pension scheme, 25-28 vacation days, and an 8% holiday payment.
Matching Summary
Match Score: 75
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ING is seeking a Senior Model Validator focusing on XVA and Counterparty Credit Risk in Amsterdam. The role involves leading the validation of complex financial models, engaging with stakeholders, and contributing to the development of model validation practices while encouraging a collaborative work culture.
**
Salary
Not specified; Not specified; Pension scheme, 13th month salary, 8% Holiday payment, 25-28 vacation days
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++ 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
Trusted sparring partner approach to stakeholder engagement
Key Requirements
Deep expertise in XVA and Counterparty Credit Risk
Strong quantitative background in financial mathematics or econometrics
Experience in heavily regulated environment with high governance standards