Quantitative Model Risk Manager

1 tydzień temu


Warszawa, Mazovia, Polska ING Pełny etat

We're seeking a skilled Quantitative Model Risk Manager to join our team at ING. As a key member of our Trading Risk Model Validation Tribe, you will be responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide.

About the role:

  • Perform validation of pricing models, critically analyzing model suitability and shortcomings, and developing challenger models.
  • Communicate with model stakeholders, including model owners, developers, and implementors.
  • Develop and maintain tools for automation of validation processes, such as programming libraries for analysis and accuracy assertion.
  • Write high-quality validation reports and discuss findings with colleagues and supervisors.
  • Perform ad-hoc analyses for acute business needs.
  • Stay up-to-date with the latest developments in pricing models.

About the team:

The Trading Risk Model Validation Tribe consists of 40 experts and specialists from various backgrounds, split into chapters in Amsterdam and Warsaw. Our team is part of ING's global Model Risk Management department, focused on validating models for trading books used worldwide.

What we offer:

A collaborative work environment, opportunities for professional growth, and a chance to work on challenging projects that contribute to ING's global success.



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