Senior Model Validator / Financial Risk IRRBB

Solid Company; Warszawa; Hybrid; PLN 180.000 - 240.000; Vollzeit

Benefits dieser Stelle

FRM/PRM/CFA certification

Zusammenfassung

Solid Company in Warsaw is seeking an experienced Model Validator IV to validate and improve risk models used across the organization. You will lead validations, coordinate with developers and auditors, and monitor ALM/IRRBB/CSRBB developments while driving automation and process improvements.

The role requires a strong background in quantitative methods, English fluency, and knowledge of Python, MATLAB, and R. A MSc/PhD in a quantitative field is preferred and continuous improvement is expected.

Qualifikationen

• At least 4 years of model development or validation experience in market risk, ALM or IRRBB.
• Knowledge of interest rate risk management and model validation regulations.
• MSc or PhD in a quantitative discipline such as econometrics, quantitative methods, quantitative finance, mathematics, statistics or physics.
• Fluent spoken and written English.
• Knowledge of Python, MATLAB and R.
• Commitment to continuous improvement.

Aufgaben

• Perform and lead model validations, documenting conclusions in reports for stakeholders.
• Coordinate with model developers, senior management, auditors and the ECB.
• Monitor developments in ALM, IRRBB and CSRBB.
• Improve validation processes, frameworks and tools, including through automation.
• Validate banking book IRRBB and CSRBB models used across ING Group.

Kenntnisse

Model validation experience

Market risk knowledge

English fluency

Analytical mindset

Ausbildung

MSc/PhD in econometrics or quantitative field

Tools

Python

MATLAB

R

Jobbeschreibung

• Perform and lead model validations, documenting conclusions in reports for stakeholders.
• Coordinate with model developers, senior management, auditors and the ECB.
• Monitor developments in ALM, IRRBB and CSRBB.
• Improve validation processes, frameworks and tools, including through automation.
• Validate banking book IRRBB and CSRBB models used across ING Group.
• The role is named Model Validator IV in ING's global job architecture.

Kogo poszukujemy?

Key requirements:

• At least 4 years of model development or validation experience in market risk, ALM or IRRBB.
• Knowledge of interest rate risk management and model validation regulations.
• MSc or PhD in a quantitative discipline such as econometrics, quantitative methods, quantitative finance, mathematics, statistics or physics.
• Fluent spoken and written English.
• Knowledge of Python, MATLAB and R.
• Commitment to continuous improvement.

Nice to have:

• Professional certification such as FRM, PRM or CFA.