Quantitative Risk Specialist
2 dagen geleden
Join ING's Risk Model Validation Team
As a Risk Model Validator at ING, you will be part of a diverse and collaborative team responsible for ensuring the quality of ING's models used for reporting and decision-making purposes.
The team is currently composed of around 40 highly qualified professionals with various quantitative backgrounds. We are responsible for validating Market, Counterparty Credit and Valuation Risk models used by ING in approximately 40 countries worldwide.
We cover a broad and evolving model scope characterized by technically advanced models. Our core business consists of independently assessing whether a particular model is fit for its intended purpose based on the business context, academic theories, empirical evidence, regulations, best practices, and technological innovations.
Effective challenge is key in our role. As a model validator, you will use econometrics, quantitative finance, coding, and knowledge of regulations and business to perform in-depth analyses and write code to perform quantitative assessments.
You will summarize your analyses and conclusions in clear, fact-based reports presented to the relevant Model Approval Committee, which can be challenged by model developers, internal auditors, and regulators. You will share your knowledge and effectively communicate with team members and a wide range of internal and external stakeholders.
Our team is responsible for the following model areas:
- Counterparty Credit Risk (CCR) modelling
- Standard Initial Margin Modelling (SIMM)
- Fair and prudent valuation adjustments
- Fundamental Review of the Trading Book (FRTB)
We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious, keep learning, take on responsibility, and develop into an even more awesome version of yourself.
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