Senior Model Validator: Market Risk & ALM

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

Job summary

ING Hubs Poland in Warsaw is seeking a skilled Model Validator III to join Risk Hub Warsaw. You will validate models used for banking books and coordinate with developers, management, and auditors.

The role requires 2+ years in model validation, a strong quantitative background, and proficiency in Python, MATLAB, and R. English fluency is essential. This is a full-time, on-site position offering growth and exposure to global ING standards.

Qualifications

• 2+ 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 with MSc/PhD in relevant fields.

Responsibilities

• Perform high quality validations and summarize conclusions in validation reports for stakeholders.
• Stay updated with ALM/IRRBB/CSRBB developments and present at conferences.
• Improve coding libraries used for model validation.

Skills

Python

MATLAB

R

English fluency

Education

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

Tools

Validation libraries

Job description

ING Hubs Poland in Warsaw is seeking a skilled Model Validator III to join Risk Hub Warsaw. You will validate models used for banking books and coordinate with developers, management, and auditors.

The role requires 2+ years in model validation, a strong quantitative background, and proficiency in Python, MATLAB, and R. English fluency is essential. This is a full-time, on-site position offering growth and exposure to global ING standards.