Quantitative Model Validator
4 dni temu
We are seeking a highly skilled Quantitative Model Validator to join our team at InghubsPoland.
This is an exciting opportunity to work on validating IRRBB & ALM models used by ING in about 40 countries worldwide.
About the Role- To validate mathematical assumptions and business contexts of market risk models in the banking book.
- To ensure models are fit for their designated purpose and adhere to regulations, best practices, and latest technological innovations.
The successful candidate will have a strong quantitative background with a passion for continuous improvement and a genuine interest in research.
Key Responsibilities- Model analysis and validation.
- Writing validation reports and developing tools for automation of validation process.
Our core mandate is to address whether a particular model is fit for its designated purpose based on mathematical assumptions, appropriate business contexts, academic theories, and empirical evidence.
The role requires excellent communication skills with the ability to express complex ideas confidently and fluently in English.
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