Model Validator / Financial Risk IRRBB
Core
Validating IRRBB and CSRBB models for banking books used by ING Group worldwide to ensure they are fit for purpose and adhere to regulations.
Role type
Model Validator (Financial Risk)
Builds
Validation reports and improved coding libraries for risk models
Domain
Banking / Financial Risk / Interest Rate Risk in the Banking Book (IRRBB)
Deliverable
production ML models
Required skills
Model validation, quantitative analysis, regulatory knowledge, Python, Matlab, R, report writing
Preferred skills
FRM, PRM, CFA certifications
Technologies
Python, Matlab, R
Responsibilities
Performing high quality validations and summarizing conclusions in validation reports, keeping abreast with ALM / IRRBB / CSRBB developments and presenting at conferences, improving coding libraries used for model validation
Seniority
Mid-level, hands-on IC
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