Quantitative Risk Model Validation Expert
4 dni temu
We are seeking a highly skilled Quantitative Risk Model Validation Expert to join our Trading Risk Model Validation Tribe at ING.
As a member of our team, you will be responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide. Our core mandate is to ensure that these models are fit for their designated purpose, based on mathematical assumptions, appropriate business contexts, academic theories, and empirical evidence, and are properly adherent to regulations, best practices, and the latest technological innovations.
The ideal candidate will have a strong background in quantitative finance, mathematics, or a related field, with excellent knowledge of financial engineering, statistics, and stochastic calculus. You will also possess excellent communication skills, both written and verbal, and be able to express complex ideas clearly and concisely.
In terms of salary, we offer an attractive compensation package, including a base salary range of €60,000 - €80,000 per year, depending on experience, plus a bonus scheme that rewards performance. We also provide a comprehensive benefits package, including health insurance, pension plan, and generous holiday entitlement.
We foster a work environment of trust, cooperation, open communications, diversity & inclusion. Our team is part of ING's global Model Risk Management department, and we are responsible for addressing whether a particular model is fit for its designated purpose, based on mathematical assumptions, appropriate business contexts, academic theories, and empirical evidence, and is properly adherent to regulations, best practices, and the latest technological innovations.
You will be working closely with other experts and specialists across various backgrounds, split into 3 chapters in Amsterdam and 2 chapters in Warsaw. The Warsaw chapters have 14 validators, which constitute independent teams closely cooperating with all chapters across the whole Tribe.
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