Senior Model Validator / Financial Risk IRRBB

• 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.

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.