Model Validator – Business and Operational Analytics Model Validation

4 tygodni temu

Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etat

We are looking for you, if you:


  • Have a quantitative background, i.e., a MSc or PhD degree in e.g. Econometrics, Data Science, Business Analytics, Mathematics, Statistics, Physics etc. preferably with 3-5 years of relevant experience.
  • Are familiar with Model Risk Management framework, including Model Lifecycle processes.
  • Are familiar with at least some of the main risk areas/model techniques in scope (e.g., Machine Learning and Advanced Analytics techniques, KYC/Compliance, NFR, ESG, knowledge of Model Ethics and IRB / IFRS9 models a plus).
  • Have strong analytical skills, attention to details and solid programming experience (preferably in Python and/or R).
  • Have an experience in working with policies, procedures, and regulatory documents.
  • Are persuasive and have a successful track record in managing relationships with internal stakeholders. Good listener and interviewer, receptive to the feedback from the stakeholders.
  • Feel comfortable with sharing and presenting your work to colleagues, senior management, and auditors.
  • Have strong writing skills in English, are accurate and skilled at drafting reports.
  • Are well structured, autonomous, proactive, pragmatic, and flexible team player.


You are prepared to travel occasionally. Your main base is Warsaw, Poland.

We are looking for enthusiastic colleagues who enjoy performing quantitative analyses, writing & defending high quality validation reports, and have an intrinsic curiosity to continuously expand their knowledge.


Your responsibilities:


As a model validator you focus on and further learn about the topics related to the models in your scope, using machine learning, econometrics, coding, business knowledge and related regulations. You perform in-depth analyses and write code to perform quantitative assessments. You summarize your analyses and conclusions in clear, fact-based, and persuasively written reports, which are presented to the relevant Model Approval Committee. You share your knowledge and effectively communicate with team members and a wide range of internal and external stakeholders. You also can participate in the development of innovative, state-of the-art validation frameworks and coding libraries.

Your main daily activities consist of the following:

  • Assessing analytically, the fundamental assumptions underlying the models in scope, whether the models are correctly implemented in the systems, and their appropriateness given the business context.
  • Writing high quality validation reports, to be discussed with e.g., model developers, senior management, auditors, the ECB, and other regulators (where needed). These reports include a description of the methodology, your model risk assessment of the various model validation dimensions, as well as several findings for model improvement (which require follow-up by the developers).
  • Outside model validation, participating in other projects being executed within the tribe based on your areas of interest.
  • Supporting other BAU activities like finding closure, readiness for validation discussions with stakeholders, model inventory updates for completed validations, among others.


As part of the MVBOA Tribe, you will contribute to further building and developing the team by sharing knowledge and by embracing ING’s Agile way of working.


Information about the squad:


The MVBOA Tribe is an energetic, international team of ~20 highly qualified professionals with various quantitative backgrounds located in Amsterdam and Warsaw. We are responsible for validating models in areas like KYC & Compliance, Advanced Analytics, Loan Pricing, Collections and Non-Financial Risk and used by ING worldwide. The type of models is very diverse, ranging from simple ones to using very advanced data science and analytics techniques. By bringing in our expertise we assure that models are appropriate for intended use, compliant with internal policies and external regulations and its limitations are well understood by the organization. Our goal is to ensure a strong modelling landscape within ING.


Following ING’s Think Forward Strategy to become the next generation digital bank, data and models are considered key assets in our bank. As model validators we safeguard the quality of ING’s models, which are used for all kinds of decision-making purposes. We also contribute to the Model Risk Management (r)evolution that is picking up worldwide, given that models are imperfect representations of reality and hence may lead to financial losses and/or reputational damage. To effectively achieve these challenges, our Model Validation teams have been substantially growing lately and will further grow, also internationally.

We are looking for an enthusiastic, curious Model Validator who likes to develop him/herself in the MVBOA Tribe.


Your work environment:


  • Our Tribe is part of the Model Risk Management (MoRM) department which currently consists of four validation tribes (MVBOA; Credit Risk; Trading Book Risk and Banking Book Risks) and Model Risk Oversight tribe.
  • MoRM has adopted the ING One Way of Working. In our organisational set-up, we distinguish tribes, chapters, and squads.
  • Our main stakeholders are ING’s head office and local risk departments, senior management (including the CRO and Executive Board), internal and external auditors, the ECB, and other regulators. To ensure its independence, Model Risk Management reports directly to the CRO.
  • The environment that you work in can be described as dynamic, professional with fast changing requirements and needs.
  • MVBOA promotes a culture of continuous improvement & innovation, ongoing feedback, and empowering people to take responsibility.

  • Senior Qualitative Model Validator

    4 dni temu

    Warszawa, mazowieckie, mazowieckie, Polska Citi Poland Pełny etat

    Senior Qualitative Model Validator Miejsce pracy: WarszawaYour responsibilitiesIndependently review model inputs, assumptions, algorithm, performance and implementation and perform incremental testingCollaborate with model owners and developers, discussing model observations and findings required compensating controlsWrite documentation from model reviews...

  • Machine Learning Senior Credit Model Developer

    4 tygodni temu

    Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etat

    We are looking for You, if You have:An advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field,Excellent knowledge of classic machine learning methods: supervised and unsupervised learning, classification, regression,...

  • Senior Specialist Expert in GenAI and Machine Learning Model Validation

    3 miesięcy temu

    Warszawa, mazowieckie, Polska Antal Sp. z o.o. Pełny etat

    Main responsibilities:Perform an in-depth technical review of models, evaluating aspects such as conceptual soundness, appropriateness of model methodologies, data quality, and model implementation;Conduct independent validation and testing of a range of GenAI and other models across various global business lines and locations to identify vulnerabilities and...

  • Market Risk Quant

    4 tygodni temu

    Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etat

    We are looking for you, if you have:at least 6 years of experience in Asset Liability Management (ALM), Interest Rate Risk in the Banking Book (IRRBB), Economic Capital (EC), or generic Market Risk or Liquidity Risk. At least part of your experience should be in quantitative model validation or model development,good knowledge of financial engineering,...

  • Senior Specialist

    5 miesięcy temu

    Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etat

    We are looking for you, if you have:A degree (MSc or PhD) in a quantitative/numerical field,Minimum 3 years’ of experience with credit risk models,Knowledge of statistical tools and modelling techniques,Programming experience in SAS/ Python or similar language,English level – B2/C1. You'll get extra points for:Knowledge of IRB and/or IFRS9 models and...

  • Model Risk Reporting Specialist – Model Risk Oversight

    4 tygodni temu

    Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etat

    We are looking for you, if you:have a quantitative degree and are interested in Data Analytics,are a Risk professional with hands-on Risk Reporting experience in SAS MRM tool, Python coding or equivalent custom tools/products,have automation experience in Python/VBAhave experience in quantitative analysis, report design and execution,you are design thinking...

  • Model Developer III Senior/ IRRBB

    4 tygodni temu

    Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etat

    We are looking for you, if you have:an academic degree (BSc or MSc) in econometrics, quantitative methods, statistics, IT, mathematics, physics or a similar quantitative field,sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and sources,experience in modelling of interest rate risk in the banking book (e.g. NMDs, interest rate dynamics,...

  • Credit Risk Model Validation Expert

    2 miesięcy temu

    Warszawa, mazowieckie, mazowieckie, Polska VeloBank S.A. Pełny etat

    Credit Risk Model Validation Expert / LeadMiejsce pracy: WarszawaTechnologie, których używamyWymaganeRSQLMile widzianePythonTwój zakres obowiązkówwalidacja modeli wykorzystywanych w obszarze ryzyka (scoringowe/ratingowe, IFRS, modele wyceny, kapitału wewnętrznego) – weryfikacja ich jakości oraz ocena zgodności z wymaganiami...

  • Credit Risk Models Lead Validator/Expert

    5 miesięcy temu

    Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etat

    We are looking for you, if you have:A degree (MSc or PhD) in a quantitative/numerical field,Minimum 5 years’ of experience with credit risk models,Knowledge of IRB and/or IFRS9 models and regulations,Knowledge of statistical tools and modelling techniques,Programming experience in SAS/ Python or similar language,English level – B2/C1.You will score extra...

  • Credit Risk Model Monitoring Expert

    5 miesięcy temu

    Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etat

    We are looking for you if you:have MSc in mathematics, econometrics, statistics or a similar quantitative field,have sound knowledge of statistical inference and econometric methods,have extensive knowledge of IRB and IFRS 9 models,have at least 5 years of experience with: development or monitoring or validation of IFRS9/IRB models, with programming (e.g....

  • Credit Decision Modeller

    4 tygodni temu

    Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etat

    We are looking for you, if you have:an advanced degree (PhD or Masters) in a quantitative discipline, such as Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field,knowledge of machine learning methods: supervised and unsupervised learning, classification, regression, etc.,experience in development of credit risk...

  • Actuarial Consultant Health Validation Unit

    4 tygodni temu

    Warszawa, mazowieckie, Polska ERGO Technology & Services S.A. Pełny etat

    About UsERGO Technology & Services S.A. (ET&S S.A.) was established in January 2021 following the integration of ERGO Digital IT and Atena into one entity, leveraging both companies’ strengths and best practices. As a part of ERGO Technology & Services Management AG, the technology holding of ERGO Group AG, we support millions of internal and external...

  • Specjalista ds. Walidacji Modeli

    4 tygodni temu

    Warszawa, mazowieckie, Polska PKO BANK POLSKI S.A. Pełny etat

    Dołącz do nas jako: SPECJALISTA DS. WALIDACJI MODELIDepartament Walidacji - Warszawa, Świętokrzyska 36Na co dzień w naszym zespole:zajmujesz się walidacją ilościową i jakościową modeli stosowanych do zarządzania ryzykiem,przeprowadzasz analizy na dużych zbiorach danych i poszukujesz niestandardowych zależności,weryfikujesz, poprawność...

  • Ekspert ds. walidacji modeli

    3 tygodni temu

    Warszawa, mazowieckie, mazowieckie, Polska Bank Pocztowy S.A. Pełny etat

    Ekspert ds. walidacji modeliMiejsce pracy: WarszawaTwój zakres obowiązkówprzeprowadzanie walidacji okresowych i prewalidacji model zarządzania ryzykiem (modele decyzyjne, IFRS9, modele nadzorcze, inne obowiązujące w banku modele ilościowe)rozwój metodyki walidacji modeli i polityki zarządzania ryzykiem modelikoordynacja prac projektowych związanych...

  • Senior Data Scientist Business and Marketing

    2 tygodni temu

    Warszawa, mazowieckie, Polska Google Pełny etat

    About the jobgTech Ads is responsible for all support and media and technical services for customers big and small across our entire Ad products stack. We help our customers get the most out of our Ad and Publisher products and guide them when they need help. We provide a range of services from enabling better self help and in-product support, to providing...

  • Actuarial Consultant

    4 tygodni temu

    Warszawa, mazowieckie, mazowieckie, Polska ERGO Technology & Services S.A. Pełny etat

    Actuarial Consultant (Health Validation Unit) | AktuariatMiejsce pracy: WarszawaYour responsibilitiesdeveloping and implementing approaches, methods, tools and processes for the quantitative and qualitative validation of stochastic valuation models (including modeling approach, stability of models, model specification and parameters, data quality, model...

  • Specjalista ds. Walidacji Modeli

    2 miesięcy temu

    Warszawa, mazowieckie, mazowieckie, Polska GRUPA PZU Pełny etat

    Specjalista ds. Walidacji ModeliMiejsce pracy: WarszawaTwój zakres obowiązkówOcena metodyki modeli wyceny instrumentów finansowych, ryzyka (rynkowego, kredytowego, aktuarialnego)Ocena procesu budowy i administrowania modeli (w tym implementacji i danych wejściowych)Proponowanie usprawnień walidowanych modeliRozwój metod i narzędzi wykorzystywanych w...

  • Senior Credit Risk Model Developer

    2 miesięcy temu

    Warszawa, mazowieckie, mazowieckie, Polska VeloBank S.A. Pełny etat

    Senior Credit Risk Model Developer Miejsce pracy: WarszawaTechnologie, których używamyWymaganeSQLRPythonTwój zakres obowiązkówbudowa i rozwijanie modeli ryzyka kredytowego (m. in. modele skoringowe, IFRS9, modele windykacyjne),analiza jakości działania modeli, wskazywanie kierunku ich rozwoju i poprawy,analiza danych, wydobywanie z nich wartości...

  • Risk Modeller for ALM Models

    4 tygodni temu

    Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etat

    We are looking for you, if you have:An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field,Sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and sources,Experience in modelling of interest rate risk in the banking book (e.g. NMDs, interest rate dynamics,...

  • Technology Business Consultant Specialist

    2 tygodni temu

    Warszawa, mazowieckie, Polska FIS Technology Services Sp. z o.o. Pełny etat

    Are you curious, motivated, and forward-thinking? At FIS you’ll have the opportunity to work on some of the most challenging and relevant issues in financial services and technology. Our talented people empower us, and we believe in being part of a team that is open, collaborative, entrepreneurial, passionate, and above all fun. About the role: To join...