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Model Validator

Finance / Accounting
Amsterdam Zuidoost
ING is looking for high potential junior, medior & senior candidates to strengthen the “Market Risk” model validation team (MV), covering Trading, Counterparty Credit Risk, Interest Rate Risk in the Banking Book (IRRBB), Liquidity Risk & Operational Risk models within ING’s brand new Model RiskManagement department. Your work environment: MV is part of ING’s new Model Risk Management department and currently consists of 12 FTEs (apart from another MV team that currently focuses on Credit Risk...

Requirements:

  • You are accurate and thorough.
  • You have an investigative and critical, though positive constructive mind set.
  • You are familiar with market and/or other risk related theories/practice (e.g. trading, counterparty credit, IRRBB, ALM, liquidity, operational risks) and like to continuously develop your expertise and knowledge in a dynamic environment.
  • You like to work as both an independent professional and in a high performing team, i.e. be pro-active, have high quality standards, be organised and work according to the planning.
  • You like to write high quality reports in English.
  • You are persuasive, like to interact with model developers and regulators and build positive relationships.
  • You like to work in a validation team and want to further grow within ING, thereby being empowered and adopting an agile way of working.
     

Personal profile:

  • Has a strong quantitative PhD (or MSc) degree in e.g. (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Applied Mathematics, Statistics etc.
  • Knowledge of Machine Learning and Big Data is welcomed.
  • Is familiar with/proficient in market and/or other risk related topics, e.g. VaR, financial products/derivatives, stochastic calculus, interest rate models, (financial) econometrics, time series models, GARCH, financial economics, liquidity risk, ALM, IRRBB, counterparty credit risk etc.
  • Has experience with empirical model building from e.g. econometrics classes and/or from working in a financial institution (model development and/or validation).
  • Has programming experience in e.g. Matlab, VBA, C++.
  • Has excellent communication, writing & reporting skills in English.
Address:

Amsterdam