Model Validator Xva And Counterparty Credit Risk

ING

Amsterdam, Netherlands
Not specified; not specified; 25-28 vacation days;...
Hybrid
Xva and counterparty credit risk expertise
Trading book financial risk models validation
Strong quantitative background in finance
ING is seeking a Model Validator specializing in XVA and Counterparty Credit Risk for their Amsterdam office. The role involves independent validation of financial risk models and requires strong quantitative skills, collaboration, and a proactive mindset

Job Summary

  • This role involves independent validation of models used to measure counterparty and valuation adjustment risks within the Trading Book.
  • The successful candidate will work in a highly quantitative environment at ING's Model Validation Financial Risk department in Amsterdam.
  • Benefits include hybrid working flexibility, a pension scheme, 25-28 vacation days, and an 8% holiday payment.

Matching Summary

Match Score: 85

ING is seeking a Model Validator specializing in XVA and Counterparty Credit Risk for their Amsterdam office. The role involves independent validation of financial risk models and requires strong quantitative skills, collaboration, and a proactive mindset.

Salary

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

Skills & Requirements

Must-have

  • XVA and Counterparty Credit Risk expertise
  • Trading Book financial risk models validation
  • Strong quantitative background in finance
  • Python or C++ programming knowledge
  • Regulated environment governance experience

Nice-to-have

  • Experience with AI-enabled validation techniques
  • Collaborative attitude and feedback culture
  • Interest in automation and innovation
  • Ability to translate complex analysis clearly

Key Requirements

  • Expertise in XVA and Counterparty Credit Risk
  • Strong quantitative background in financial mathematics or statistics
  • Experience in heavily regulated environments

Work Rights

Not specified

Tailored Resume

Cover Letter