Lead Model Validator – IRRBB/ALM Analytics

ING Hubs Poland; Województwo mazowieckie; On-site; PLN 145,000 - 246,000; Full time

Job summary

ING Hubs Poland in Warsaw is seeking a Model Validator IV to validate models for Market Risk and ALM, aligned with ECB and internal standards. You will join a central risk team ensuring mathematical rigor and regulatory adherence.

The role requires 4+ years in model development or validation, a MSc/PhD in a quantitative field, fluent English, and programming with Python, MATLAB or R. The team emphasizes accuracy and continuous improvement.

Qualifications

• At least 4 years of experience in model development or validation in Market Risk/ALM/IRRBB.
• Quantitative degree (MSc/PhD) in a relevant field.
• Fluent English, both written and spoken.
• Programming in Python, MATLAB or R.

Responsibilities

• Perform high-quality validations and prepare clear validation reports.
• Collaborate with model developers, senior management and auditors.
• Keep up with ALM/IRRBB/CSRBB developments and improve processes.

Skills

Model development

Model validation

Regulatory knowledge

English proficiency

Python

MATLAB

R

Education

MSc or PhD in Econometrics/Quantitative Finance/Math/Stats/Physics

Tools

Python

MATLAB

R

Job description

ING Hubs Poland in Warsaw is seeking a Model Validator IV to validate models for Market Risk and ALM, aligned with ECB and internal standards. You will join a central risk team ensuring mathematical rigor and regulatory adherence.

The role requires 4+ years in model development or validation, a MSc/PhD in a quantitative field, fluent English, and programming with Python, MATLAB or R. The team emphasizes accuracy and continuous improvement.