Huidige banen gerelateerd aan Model Validator IRRBB and Economic Capital Specialist - Amsterdam, Noord-Holland - ABN Amro
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Model Validator IRRBB, CSRBB Specialist
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Amsterdam, Noord-Holland, Nederland ING VoltijdAre you looking for a challenging role in model validation? We are seeking a skilled professional to join our global Model Validation department at ING.The TeamWe are a team of around 50 qualified professionals responsible for the validation of ING's IRRBB, CSRBB and Liquidity Risk models. Our scope includes behavioural, hedging, valuation, risk measurement,...
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Model Validator IRRBB, CSRBB Specialist
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Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RoleWe are seeking a highly skilled Model Validator IRRBB, CSRBB to join our global Model Validation department at ING. As a key member of our team, you will be responsible for assessing the quality and accuracy of our IRRBB, CSRBB, and Liquidity Risk models.Key ResponsibilitiesAssess the fundamental assumptions underlying our models and evaluate...
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Model Validator IRRBB, CSRBB Specialist
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAre you looking for a challenging role in model validation? We are seeking a skilled professional to join our team as a Medior/Senior Model Validator IRRBB, CSRBB.The TeamOur team is part of ING's global Model Risk Management department, responsible for measuring and managing model risks. We are an energetic and collaborative international team of around 50...
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Senior Model Validator IRRBB, CSRBB
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAre you looking for a challenging role in model validation? We are seeking 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 in an environment where development and continuous learning are important. We offer various internal and external...
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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 financial models for their intended purposes.Key ResponsibilitiesAssess fundamental assumptions underlying model designEvaluate input data, system...
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Senior Model Validator IRRBB, CSRBB
3 weken geleden
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 IRRBB, CSRBB Lead
24 uur geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdCompany OverviewWe are ING's global Model Validation department responsible for the validation of ING's IRRBB, CSRBB and Liquidity Risk models. Our scope includes behavioral, hedging, valuation, risk measurement, economic capital, liquidity and stress testing models.SalaryA competitive compensation package is offered, tailored to your level of experience, in...
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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 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
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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 Model Validator
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Amsterdam, Noord-Holland, Nederland ING VoltijdpAreyoulookingforachallengingroleinmodelvalidation?WeareseekingaskilledprofessionaltojoinourteamasaSeniorModelValidator-IRRBBandCSRBBExpert./ppbTheTeam/b/ppOurteamispartofING'sglobalModelRiskManagementdepartment,responsibleformeasuringandmanagingmodelrisks.Weareanenergeticandcollaborativeinternationalteamofaround50qualifiedprofessionalsfromvariousbackgrounds...
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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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Risk Model Validator
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Amsterdam, Noord-Holland, Nederland ING Group VoltijdAbout the RoleWe are seeking a highly skilled Risk Model Validator to join our team at ING Group. As a Risk Model Validator, you will play a critical role in ensuring the quality and accuracy of our risk models, which are used to inform business decisions and manage risk across the organization.Key Responsibilities:Validate risk models to ensure they are...
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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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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 Risk Model Validator
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Quantitative Risk Model Validator
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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...
Model Validator IRRBB and Economic Capital Specialist
2 maanden geleden
We are seeking a highly skilled Model Validator to join our ALM & Capital Model Validation team at ABN AMRO. As a Model Validator, you will play a critical role in ensuring the quality and accuracy of our models, particularly in the areas of Interest Rate Risk and Economic Capital.
Key Responsibilities- Validate models employed for managing market and liquidity risks associated with products in the banking book.
- Assess the quality of data used for model development and examine the correctness of methodologies and assumptions.
- Form independent opinions on model performance and assess compliance with internal and external regulations.
- Verify the final implementation of models in the production environment and identify issues, propose improvement opportunities, and share results with relevant parties.
To be successful in this role, you will need:
- A university degree in a quantitative discipline, such as (financial) mathematics, (theoretical) physics, econometrics, or similar, at least at Master level.
- At least 2 years of relevant work experience in a quantitative role in the financial industry, preferably in model validation or a related field.
- Full English professional proficiency and the ability to influence internal stakeholders.
- Knowledge of time series analyses, Monte-Carlo simulation, behavioral models, econometrics, and/or fundamentals of Mathematical Finance, Statistical and Numerical Methods used in Quantitative Finance.
- Experience with modern programming languages, such as Python, MATLAB, C++, and/or database tooling, such as SQL, SAS, and their application in statistical analysis.
We offer a challenging and dynamic work environment, with opportunities for professional growth and development. You will be part of a team that is passionate about delivering high-quality results and making a meaningful impact on the bank's risk management framework.
We also offer a competitive salary and excellent benefits, including a supplementary benefit budget of 11%, a personal development budget of EUR 1,000 per year, and an annual public transportation pass.
At ABN AMRO, we value diversity and inclusion, and we are committed to creating an environment where everyone feels welcome and valued. We believe that our differences are what make us stronger, and we strive to create a workplace that is inclusive and respectful of all cultures, backgrounds, and perspectives.
