Lead Model Validator: Market Risk & ALM

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

Job summary

ING Hubs Poland is seeking a Model Validator IV to join the Risk Hub Warsaw. You will lead validations of risk models used for banking books, ensuring mathematical soundness, regulatory compliance and robust documentation.

The role requires 4+ years in model development/validation, a MSc/PhD in quantitative fields, and fluency in English. Proficiency in Python, Matlab, or R is essential as we advance automation and quality controls.

Qualifications

• 4+ years of experience in model development or validation in Market Risk, ALM, IRRBB.
• Knowledge of regulations related to interest rate risk and model validation.
• Quantitative background with strong analytical skills.
• Fluent in English (verbal and written).
• Programming in Python, Matlab or R is required.

Responsibilities

• Perform and lead high-quality validations and summarize conclusions in validation reports.
• Coordinate with model developers, senior management and auditors.
• Stay updated on ALM/IRRBB/CSRBB developments and help automate validation processes.

Skills

Python

Matlab

R

English (fluent)

Education

MSc or PhD in Econometrics/Quantitative Finance/Mathematics/Statistics/Physics

Job description

ING Hubs Poland is seeking a Model Validator IV to join the Risk Hub Warsaw. You will lead validations of risk models used for banking books, ensuring mathematical soundness, regulatory compliance and robust documentation.

The role requires 4+ years in model development/validation, a MSc/PhD in quantitative fields, and fluency in English. Proficiency in Python, Matlab, or R is essential as we advance automation and quality controls.