Model Validator XVA and Counterparty Credit Risk

Job description

This role was posted internally before (1-4-2026 / 10-4-2026) We are looking for a Model Validator with a primary focus on XVA and Counterparty Credit Risk . In this role, you will be responsible for the independent validation of models used to measure and manage counterparty and valuation adjustment risks, while also contributing to the broader scope of Trading Book Financial Risk models. You will work in a highly quantitative environment, providing robust challenge, ensuring methodological soundness, and supporting strong model risk governance across the trading book. 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: Support Trading Book financial risk models validations end ‑ to ‑ end, covering Market Risk, CCR, Pricing & Valuation, Algorithmic Trading, Valuation Adjustments, and Economic Capital & Stress Testing models. Act as Validator for XVA and Counterparty Credit Risk models , performin...