Senior Model Validator – XVA and Counterparty Credit Risk

Job description

We are looking for a Senior Model Validator with a primary focus on XVA and Counterparty Credit Risk . In this role, you will lead and oversee the independent validation of complex models used to measure counterparty exposure and valuation adjustments, while also contributing across the broader landscape of Trading Book Financial Risk models . You will play a key role in setting validation standards, providing robust quantitative challenge, and supporting strong model risk governance through expert judgement and close engagement with stakeholders. The team: You will join ING’s Model Validation Financial Risk department, part of the global Model Risk Management function. We are an international, collaborative team of highly qualified professionals with a strong feedback culture, combining on-site work in Amsterdam with flexible remote working. What you will do: In practice, you will: Validate Trading Book financial risk models end ‑ to ‑ end, covering Market Risk, CCR, Pricing & Valuation, Algorithmic Trading, Valuation Adjustments, and Economic Capital & Stress Testing models. Act as Lead Validator for XVA and Counterparty Credit Risk models , owning validations from planning to cl...