Model Validator Xva And Counterparty Credit Risk

ING

Amsterdam, Netherlands
Not specified; 13th month salary included; 8% holi...
Hybrid
Expertise in xva and counterparty credit risk
Strong quantitative background in financial mathematics
Experience with trading book financial risk models
ING is seeking a Model Validator specializing in XVA and Counterparty Credit Risk to work within their Model Validation Financial Risk department in Amsterdam. The role involves independent validation of models, contributing to risk governance, and fostering collaboration in a flexible hybrid work environment

Job Summary

  • This role involves the independent validation of models used to measure counterparty and valuation adjustment risks within the Trading Book.
  • The position offers a senior, high-impact opportunity at the heart of ING's global Trading Book risk framework with hybrid working flexibility.
  • Candidates will contribute to improving ways of working by driving innovation such as automation or AI-enabled validation techniques.

Matching Summary

Match Score: 85

ING is seeking a Model Validator specializing in XVA and Counterparty Credit Risk to work within their Model Validation Financial Risk department in Amsterdam. The role involves independent validation of models, contributing to risk governance, and fostering collaboration in a flexible hybrid work environment.

Salary

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

Skills & Requirements

Must-have

  • Expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics
  • Experience with Trading Book financial risk models
  • Knowledge of Python or C++ programming
  • Ability to challenge first line of defence decisions

Nice-to-have

  • Proactive and accountable mindset
  • Collaborative attitude with feedback culture
  • Interest in automation or AI-enabled validation
  • Experience with model risk governance policies

Key Requirements

  • Expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics
  • Experience in heavily regulated environments
  • Programming knowledge in Python or C++

Work Rights

Not specified

Tailored Resume

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