Lead Model Validator - IRRBB/ALM Risk Expert

ING; Warszawa; On-site; PLN 145,000 - 246,000; Full time

Job summary

ING Hubs Poland is seeking an experienced Model Validator IV to join the Risk Hub in Warsaw. The role focuses on validating IRRBB/CSRBB models, with oversight on quality and regulatory alignment, and collaboration with model developers and auditors.

We seek 4+ years in model validation, a strong quantitative background (MSc/PhD), fluent English, and programming skills (Python/Matlab/R) with a continuous-improvement mindset; financial risk staff operate in a fast-paced, complex environment.

Qualifications

• At least 4 years of experience in model development or model validation in Market Risk, ALM, IRRBB.
• Knowledge of regulations related to interest rate risk and model validation.
• Quantitative background (MSc/PhD) in Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics or Physics.
• Fluency in English (verbal and written).
• Programming skills in Python, Matlab, and R.
• Strong drive for continuous improvement.

Responsibilities

• Perform high-quality validations, including leading roles, and summarize conclusions in validation reports for stakeholders.
• Stay updated with latest ALM/IRRBB/CSRBB developments.
• Contribute to improvements in validation processes, frameworks, and tooling, including automation initiatives.

Skills

Model validation

Python

Matlab

R

English (fluent)

Quant mindset

Education

MSc in Econometrics/Quantitative Finance/Math/Statistics/Physics

PhD in a quantitative field

Job description

ING Hubs Poland is seeking an experienced Model Validator IV to join the Risk Hub in Warsaw. The role focuses on validating IRRBB/CSRBB models, with oversight on quality and regulatory alignment, and collaboration with model developers and auditors.

We seek 4+ years in model validation, a strong quantitative background (MSc/PhD), fluent English, and programming skills (Python/Matlab/R) with a continuous-improvement mindset; financial risk staff operate in a fast-paced, complex environment.