Model Risk Validator – IRRBB/ICLAAP Expert

ING Hubs Romania; Amsterdam; Hybrid; EUR 90,000 - 140,000; Full time

Benefits offered by this job

8% Holiday payment

Personal growth and challenging work

Informal working environment withInnov

Job summary

ING is seeking a hands-on Model Validator to support the Chapter Lead IRRBB & ICLAAP within Model Validation Financial Risk in Amsterdam. The role involves validating models across markets, challenging 1st MLoD, and delivering high-quality reports to risk committees.

You will work in a diverse, international team in a hybrid setup, applying quantitative methods to measure interest rate risk and ALM models, while enabling continuous improvement and automation.

Qualifications

• MSc or PhD in a quantitative field plus relevant experience in a similar role.
• Strong programming skills in Python and/or R.
• Proven ability to communicate complex quantitative topics clearly.

Responsibilities

• Conduct timely, high-quality model validations in line with regulations and policies.
• Prepare validation reports and present findings to committees.
• Challenge 1st MLoD on model risk and assumptions.
• Develop and implement validation frameworks and automation initiatives.
• Collaborate across chapters and locations to share best practices.
• Maintain relationships with internal teams and regulators.

Skills

Quantitative background

Python

R

Attention to detail

Excellent communication

Education

MSc/PhD in quantitative field

Tools

Python

R

Job description

ING is seeking a hands-on Model Validator to support the Chapter Lead IRRBB & ICLAAP within Model Validation Financial Risk in Amsterdam. The role involves validating models across markets, challenging 1st MLoD, and delivering high-quality reports to risk committees.

You will work in a diverse, international team in a hybrid setup, applying quantitative methods to measure interest rate risk and ALM models, while enabling continuous improvement and automation.