Huidige banen gerelateerd aan Senior Quantitative Model Validator - Amsterdam, Noord-Holland - ING
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Quantitative Risk Model Validator
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Amsterdam, Noord-Holland, Nederland Vye Professionals | Experts in Quants VoltijdAbout the CompanyVye Professionals | Experts in Quants is a leading provider of expert services in the field of quantitative risk management. Our team of experienced professionals is dedicated to helping clients navigate the complex world of financial risk management.About the JobWe are seeking a highly skilled and experienced Model Validator to join our...
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Senior Quantitative Model Validator
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Quantitative Risk Model Validator
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Risk Model Validator
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Amsterdam, Noord-Holland, Nederland ING VoltijdWe are seeking a highly skilled Risk Model Validator to join our team at ING. As a Risk Model Validator, you will be responsible for validating Market, Counterparty Credit and Valuation Risk models used by ING in about 40 countries all over the globe.About the RoleThe Model Validation Trading Risk Chapters form an energetic, diverse, and collaborative team...
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Senior Risk Model Validator
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Amsterdam, Noord-Holland, Nederland Ayvens VoltijdSenior Risk Model ValidatorAt Ayvens, we are committed to delivering innovative solutions and technology-enabled services that help our customers focus on their everyday business. We're seeking a highly skilled Senior Risk Model Validator to join our team in Amsterdam.Key Responsibilities:Validate new and existing models across multiple risk domains;Assess...
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Senior Risk Model Validator
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Amsterdam, Noord-Holland, Nederland Ayvens VoltijdAt Ayvens, we are shaping the future of sustainable mobility.Our Senior Risk Model Validator plays a key role in ensuring the accuracy and reliability of our risk models. This role is responsible for validating new and existing models across multiple risk domains, assessing model methodology, and performing quantitative analysis on data used in the model.Key...
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Senior Risk Model Validator
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Amsterdam, Noord-Holland, Nederland Ayvens VoltijdAbout the RoleWe are seeking a highly skilled Senior Risk Model Validator to join our team at Ayvens. As a Senior Risk Model Validator, you will be responsible for performing initial and periodic validations on all models that exist across the LeasePlan/ALD landscape.Key ResponsibilitiesValidation of new models and existing models across multiple risk...
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Senior Risk Model Validator
3 weken geleden
Amsterdam, Noord-Holland, Nederland Ayvens VoltijdAbout the RoleWe are seeking a highly skilled Senior Risk Model Validator to join our team at Ayvens. As a Senior Risk Model Validator, you will be responsible for performing initial and periodic validations on all models that exist across the LeasePlan/ALD landscape.Key ResponsibilitiesValidation of new models and existing models across multiple risk...
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Senior Risk Model Validator
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Amsterdam, Noord-Holland, Nederland Ayvens VoltijdSenior Risk Model ValidatorAt Ayvens, we are committed to delivering innovative solutions and technology-enabled services that help our customers focus on their everyday business. We're seeking a highly skilled Senior Risk Model Validator to join our team and contribute to our mission of enabling the transformation towards large-scale adoption of sustainable...
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Senior Quantitative Model Validator for XVA Models
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Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at ING is seeking a senior quantitative model validator with expertise in XVA modelling.Pricing Model Validation is an international team of highly qualified professionals responsible for validating derivative pricing models used by ING Financial Markets. We are a global cross-asset team covering all traded products in all trading...
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Senior Risk Model Validator
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Amsterdam, Noord-Holland, Nederland Ayvens Voltijd[About AyvensAyvens is a global leader in full-service leasing, flexible subscription services, fleet management services, and multi-mobility solutions. With over 3.3 million vehicles managed across more than 44 countries, we provide innovative solutions and technology-enabled services to help our customers focus on their everyday business.Role OverviewWe...
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Quantitative Model Validator XVA Models at ING
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Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at ING: A Quantitative Expertise OpportunityAt ING, we are seeking a senior quant with extensive experience in XVA modeling to join our international team responsible for validating derivative pricing models. As a quantitative model validator, you will play a critical role in ensuring the accuracy and reliability of our pricing...
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Senior Model Validator IRRBB, CSRBB
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Amsterdam, Noord-Holland, Nederland ING VoltijdAre you looking for a challenging role in model validation? We have an exciting opportunity for a Senior Model Validator IRRBB, CSRBB to join our team at ING.The TeamOur team is responsible for the validation of ING's IRRBB, CSRBB, and Liquidity Risk models. We work closely with model developers, senior management, auditors, and the European Central Bank to...
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Senior Model Validator XVA Model Expert
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Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at ING: Senior Quant OpportunityING is seeking a senior quant with extensive experience in XVA modeling to join our international team of highly qualified professionals. As a Pricing Model Validator, you will be responsible for validating derivative pricing models used by ING Financial Markets.Key ResponsibilitiesPerform thorough...
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Risk Model Validator
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Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RoleWe are seeking a highly skilled Risk Model Validator to join our team at ING. As a Risk Model Validator, you will play a critical role in safeguarding the quality of our models, which are used for various reporting and decision-making purposes.Key ResponsibilitiesValidate Market, Counterparty Credit, and Valuation Risk models used by ING...
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Senior Model Validator IRRBB, CSRBB
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Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RoleWe are seeking a highly skilled Senior Model Validator to join our global Model Validation department at ING. As a key member of our team, you will be responsible for assessing the fitness of our financial models for their intended purposes.Key ResponsibilitiesAssess fundamental assumptions underlying model designEvaluate input data, system...
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Risk Model Validator
1 week geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdJob Description: As a Risk Model Validator at ING, you will play a critical role in safeguarding the quality of our models used for reporting and decision-making purposes. Our team is responsible for validating Market, Counterparty Credit, and Valuation Risk models used globally. You will use your expertise in econometrics, quantitative finance, and coding...
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Senior Model Validator IRRBB, CSRBB
4 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RoleWe are seeking a highly skilled Senior Model Validator to join our global Model Validation department at ING. As a key member of our team, you will be responsible for assessing the fitness of our models for their intended purposes, ensuring they meet regulatory requirements, and providing high-quality validation reports to stakeholders.Key...
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Risk Model Validator
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAs a Risk Model Validator at ING, you will play a crucial role in safeguarding the quality of our models, which are used for various reporting and decision-making purposes. Our models must be correctly designed and implemented to ensure accurate results. Due to the challenges of validating models, our Model Validation teams have been growing, and we expect...
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Risk Model Validator
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAs a Risk Model Validator at ING, you will play a crucial role in safeguarding the quality of our models, which are used for various reporting and decision-making purposes. Our models must be correctly designed and implemented to ensure accurate results. Due to the challenges of validating models, our Model Validation teams have been growing, and we expect...
Senior Quantitative Model Validator
2 maanden geleden
About the Role
We are seeking a highly skilled Senior Quantitative Model Validator to join our international team of professionals responsible for validating derivative pricing models used by ING Financial Markets. As a key member of our team, you will be responsible for critically evaluating proposed models, analyzing their suitability and shortcomings, and making final judgments on their quality.
Key Responsibilities
- Perform in-depth validation of pricing models, including analyzing model suitability and quantifying missing risk.
- Supervise junior quants, review their work, and provide feedback.
- Develop and maintain a programming library for model analysis and implementation.
- Write high-quality validation reports and present findings to colleagues, front office quants, traders, and higher management.
- Perform ad-hoc analyses for acute business needs.
Requirements
- At least 3 years of experience in XVA models with solid knowledge of CVA, FVA, ColVA, MVA, and other flavors.
- Quantitative background with a PhD or MSc degree in quantitative finance, econometrics, mathematics, physics, or a similar field.
- Good knowledge of financial mathematics, including stochastic calculus and derivative pricing.
- Solid programming experience in C++ and Python, with bindings between them.
- Good English writing and verbal communication skills.
- Constructive attitude, pro-active team player, and ability to work independently.
What We Offer
- A salary tailored to your qualities and experience.
- 24-27 vacation days depending on contract.
- Pension scheme.
- 13th month salary.
- Individual Savings Contribution (BIS), 3.5% of your gross annual salary.
- 8% Holiday payment.
- Hybrid working to blend home working for focus and office working for collaboration and co-creation.
- Personal growth and challenging work with endless possibilities.
- An informal working environment with innovative colleagues.
