Model Validator III: Risk Model Validation Expert

ING Hubs Romania; Warszawa; On-site; PLN 107,000 - 201,000; Full time

Job summary

ING Hubs Poland is seeking a Model Validator III to join Risk Hub Warsaw. You will validate models in Market Risk, ALM and IRRBB and prepare validation reports for developers, management, auditors and ECB alike.

The role requires 2+ years in model development/validation, a strong quantitative background (MSc/PhD), and proficiency in Python/Matlab/R with fluent English. Knowledge of regulations and a passion for continuous improvement are essential.

Qualifications

• 2+ years of experience in model development or model validation in Market Risk/ALM/IRRBB.
• Knowledge of regulations associated with managing interest rate risk and model validation.
• Quantitative background (MSc or PhD) in Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics or Physics.
• Fluent in English (spoken and written).
• Programming with Python, Matlab, and R.
• Passion for continuously improving processes and models.

Responsibilities

• Perform high quality validations and summarize conclusions in well-written validation reports for stakeholders.
• Stay up-to-date with ALM/IRRBB/CSRBB developments and present findings at conferences or meetings.
• Improve coding libraries used for model validation.

Skills

Model validation

English fluency

Continuous improvement

Education

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

Tools

Python

Matlab

R

Job description

ING Hubs Poland is seeking a Model Validator III to join Risk Hub Warsaw. You will validate models in Market Risk, ALM and IRRBB and prepare validation reports for developers, management, auditors and ECB alike.

The role requires 2+ years in model development/validation, a strong quantitative background (MSc/PhD), and proficiency in Python/Matlab/R with fluent English. Knowledge of regulations and a passion for continuous improvement are essential.