Lead IFRS 9 Model Validation – Credit Risk

ING Bank Personeel B.V.; Amsterdam; On-site; EUR 120,000 - 180,000; Full time

Job summary

ING Bank Personeel B.V. seeks a Guild Lead IFRS 9 Model Validation to provide functional leadership across the IFRS 9 validation domain.

You will ensure a consistent, risk-based and high-quality validation approach across portfolios, combining deep technical expertise with sound judgment to guide validators and senior stakeholders. You will translate developments in accounting, regulation, modelling and model risk management into practical validation standards and priorities, setting direction

Qualifications

• Deep knowledge of IFRS 9 impairment modelling and expected credit loss, including PD, LGD, EAD, staging and forward-looking information.
• Extensive experience in credit risk modelling, model validation, model risk management or a closely related quantitative risk discipline.
• Strong written and verbal communication skills in English.

Responsibilities

• Lead the IFRS 9 Model Validation Guild and set its direction, priorities and agenda.
• Maintain and further develop the IFRS 9 validation framework, including procedure, manual, guidance, templates and controls.
• Provide expert guidance on complex IFRS 9 topics and drive consistent assessment of model findings and mitigation actions.
• Coordinate quality assurance across IFRS 9 validation reports and support planning of validation activities.
• Represent Model Validation Credit Risk in senior internal and external discussions on IFRS 9 model risk.

Skills

IFRS 9 impairment

PD/LGD/EAD

Model validation

Regulatory knowledge

Leadership

Job description

ING Bank Personeel B.V. seeks a Guild Lead IFRS 9 Model Validation to provide functional leadership across the IFRS 9 validation domain.

You will ensure a consistent, risk-based and high-quality validation approach across portfolios, combining deep technical expertise with sound judgment to guide validators and senior stakeholders. You will translate developments in accounting, regulation, modelling and model risk management into practical validation standards and priorities, setting direction