Model Validator VI
Publicatiedatum: 1 juli 2026
Optie tot verlenging: De duur is tot 31 december 2026, met een mogelijke verlenging.
Werkplek: Alleen op kantoor | Amsterdam, Netherlands (hybrid)
Opleidingsniveau: WO
Werkervaring: Senior
Hoe ga jij impact maken?
As part of the Model Validation Financial Risk department within the global Model Risk Management function, je/jij will play a leading role in the independent validation of complex XVA models. The assignment is focused on valuation methodologies, prudent and fair valuation adjustments, and out-of-scope methodologies within the Trading Book. Je/jij will own end-to-end validation projects, challenging model developers and model owners while ensuring compliance with internal model risk policies and regulatory expectations. In addition to delivering high-quality validation reports, je/jij will advise stakeholders on model risk materiality, remediation strategies and validation best practices. Je/jij will also contribute to the further development of the Model Validation function by coaching junior validators, improving ways of working and supporting innovation initiatives, including automation and AI-enabled validation techniques.
What will je/jij do?
- Lead end-to-end validation of XVA models and valuation adjustment methodologies.
- Validate prudent valuation, fair valuation and out-of-scope methodologies.
- Prepare high-quality validation reports in line with regulatory expectations (e.g. ECB/JST).
- Challenge model developers and model owners throughout the validation lifecycle.
- Advise stakeholders on model risk, prioritisation and remediation strategies.
- Coach junior validators and contribute to continuous improvement within Model Validation.
- Support innovation initiatives, including automation and AI-enabled validation techniques.
- Ensure compliance with the Model Risk Policy and validation standards.
Eisen
- Deep expertise in XVA and the valuation of financial derivatives.
- Strong understanding of Trading Book financial risk models.
- Strong quantitative background in financial mathematics, stochastic calculus, statistics, econometrics or a related discipline.
- Experience within a highly regulated environment with strong governance and documentation standards.
- Knowledge of valuation adjustment regulation, including Additional Valuation Adjustments (AVA).
- Proven ability to challenge first line of defence decisions and communicate complex quantitative analyses to senior stakeholders.
- Hands-on experience with quantitative modelling in Python, including libraries such as pandas/polars, NumPy, QuantLib and/or ORE.
- Knowledge of AI applications within quantitative modelling and validation, including prompting, agentic workflows and AI risk management.
Organisatie & Team
ING Bank N.V.
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