Model Validation Financial Risk (Pricing and Valuation) – Senior Specialist

at ING
📍 Warsaw, Poland
PLN 120,000-216,000 per year
SENIOR
✅ On-site
✅ Visa Sponsorship

Used Tools & Technologies

Not specified

Required Skills & Competences

Statistics @ 4 Hiring @ 4 Communication @ 4 Mathematics @ 4 Audit @ 4 Compliance @ 4

Details

ING Hubs Poland is hiring!

The expected salary for this position: 10 000 - 18 000 PLN (monthly).

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

Role overview

As a Model Validator within the Model Validation Financial Risk (MVFR) team, you play a crucial role in safeguarding ING’s financial stability by ensuring that models used for banking and trading book risks are robust, compliant, and fit for purpose. You will work alongside high-value specialists in a dynamic, global environment, facing evolving regulatory requirements and strategic challenges.

The role naming convention in the global ING job architecture will be "Model Validator III".

Responsibilities

  • Conduct timely, high-quality model validations in line with external regulations, internal policies, and model validation frameworks.
  • Assist the team’s seniors to challenge 1st MLoD on their level of model risk.
  • Contribute to preparing validation reports and present findings to committees and stakeholders, ensuring transparency and clarity.
  • Participate in thematic reviews and provide expert advice to internal stakeholders on model risk issues.
  • Support the development and implementation of innovative validation frameworks and contribute to automation initiatives.
  • Collaborate with colleagues across chapters and locations to ensure consistency and share best practices.
  • Support in maintaining constructive relationships with internal teams (Model Development, Risk Management, Audit) and external parties (regulators, auditors).
  • Contribute to continuous improvement by suggesting enhancements to validation processes and frameworks.

Requirements

  • Quantitative background (MSc or PhD) in Econometrics, Quantitative Finance, Mathematics, Statistics, or Physics.
  • Experience (3+ years) in financial risk modelling, model validation, and/or model risk management within banking and/or trading domains (1st & 2nd line of defense).
  • Knowledge of financial engineering, statistics, mathematics, econometrics, and/or probability.
  • Knowledge of pricing models, market risk models (e.g. VaR, sVaR, Expected Shortfall, FRTB) and/or counterparty credit risk (e.g. SIMM, CVA, PFE calculation).
  • Attention to detail and commitment to delivering high-quality work.
  • Effective communication and stakeholder management skills.
  • Ability to manage multiple priorities in a fast-changing environment.
  • Continuous improvement mindset and openness to innovation.

Team information

Risk Hub Warsaw was created as part of a central risk team currently located in Amsterdam. The team is responsible for validating market risk, counterparty credit risk, algorithmic trading, pricing and valuation models for trading books used by ING Group worldwide. The core mandate is to assess whether a particular model is fit for its designated purpose based on mathematical assumptions, appropriate business contexts, academic theories, empirical evidence, and compliance with regulations and best practices.

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.