Model Validator IRRBB & ICLAAP
ING Nederland
Model Validator IRRBB & ICLAAP
ING is seeking an energetic, collaborative Model Validator to support the Chapter Lead IRRBB & ICLAAP within Model Validation Financial Risk. The role involves validating IRRBB and ICLAAP models used globally, requiring a quantitative background, programming experience, and strong communication skills. The position is based in Amsterdam and offers a dynamic, international team environment.
Model Validator IRRBB & ICLAAP
ING is seeking an energetic, collaborative Model Validator to support the Chapter Lead IRRBB & ICLAAP within Model Validation Financial Risk. The role involves validating IRRBB and ICLAAP models used globally, requiring a quantitative background, programming experience, and strong communication skills. The position is based in Amsterdam and offers a dynamic, international team environment.
Salary
Core Qualifications
Technical (Must-have)
Soft Skills
Key Responsibilities
- Conduct timely, high-quality model validations in line with external regulations, internal policies, and model validation frameworks.
- Challenge 1st MLoD on their level of model risk.
- Prepare validation reports and present findings to committees and stakeholders, ensuring transparency and clarity.
- Participate in thematic reviews and provide expert advice to internal stakeholders on model risk issues.
- Support the development and implementation of innovative validation frameworks and contribute to automation initiatives.
- Collaborate with colleagues across chapters and locations to ensure consistency and share best practices.
- Maintain constructive relationships with internal teams (Model Development, Risk Management, Audit) and assist with external stakeholder management (regulators, auditors).
- Contribute to continuous improvement by suggesting enhancements to validation processes and frameworks.