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 validating trading book financial risk models
ING is seeking a Senior Model Validator specializing in XVA and Counterparty Credit Risk to oversee the validation of complex financial models. The role emphasizes collaboration, quantitative expertise, and adherence to regulatory standards within a hybrid working environment in Amsterdam

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 Lead Validator for XVA and Counterparty Credit Risk models, owning validations from planning to closure.
  • 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 oversee the validation of complex financial models. The role emphasizes collaboration, quantitative expertise, and adherence to regulatory standards within a hybrid working environment in Amsterdam.

Salary

Not specified; Benefits: 25-28 vacation days; Pension scheme included; 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 validating Trading Book financial risk models
  • Ability to translate complex analysis for committees
  • Knowledge of Python or C++ programming

Nice-to-have

  • Proactive 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 stakeholders

Key Requirements

  • Senior level experience in Model Validation
  • Expertise in regulatory environment (ECB/JST)
  • Quantitative modeling skills using Python or C++

Work Rights

Not specified

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