Senior Model Validator Market Risk
ING Nederland
Senior Model Validator Market Risk
Senior Model Validator to join ING's Model Validation Financial Risk department in Amsterdam, focusing on Market Risk and Trading Book models. Requires deep quantitative expertise and strong stakeholder engagement. Hybrid work model with flexible remote working.
HybridFull-timeSeniorMarket RiskCCR
Senior Model Validator Market Risk
Senior Model Validator to join ING's Model Validation Financial Risk department in Amsterdam, focusing on Market Risk and Trading Book models. Requires deep quantitative expertise and strong stakeholder engagement. Hybrid work model with flexible remote working.
HybridFull-timeSeniorMarket Risk
Salary
Not specified
Core Qualifications
Technical (Must-have)
Market RiskCCRPricing & ValuationAlgorithmic TradingValuation AdjustmentsEconomic CapitalStress Testingfinancial mathematicsstatisticseconometrics
Soft Skills
judgementstakeholder engagementproactiveaccountablecollaborative
Key Responsibilities
- Validate Trading Book financial risk models end-to-end, covering Market Risk, CCR, Pricing & Valuation, Algorithmic Trading, Valuation Adjustments, and Economic Capital & Stress Testing models.
- Act as Lead Validator for Market Risk models, owning validations from planning to closure.
- Perform risk-based portfolio activities including thematic reviews and cross-model analyses.
- Prepare and defend clear validation conclusions for model approval committees and senior stakeholders.
- Engage on supervisory and governance topics (e.g., ECB/JST, model approvals, audit follow-ups).
- Advise stakeholders on model risk materiality, prioritisation, and remediation strategies.
- Contribute to development of Model Validation function including coaching junior validators and driving innovation.
- Build and maintain effective working relationships with model developers, risk managers, and other stakeholders.
Senior Model ValidatorMarket RiskTrading BookModel ValidationFinancial RiskINGBankingAmsterdamHybrid