Model Validator / Financial Risk IRRBB

Description

ING Hubs Poland is hiring!

Nr ref.

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Spółka

• ING Hubs

Kategoria

• Model Risk Management

Lokalizacja

• Warsaw, Poland

Data publikacji

• 01.10.2026

Poziom stanowiska

• Professional

Your responsibilities

• Performing high quality validations and summarizing your conclusions in well-written validation reports that bring value to our stakeholders. You align with e.g. model developers, senior management, auditors, ECB.

• Keeping abreast with the latest ALM / IRRBB / CSRBB developments and visiting/presenting at conferences.

• Improving our coding libraries used for model validation.

We are looking for you if

• You have at least 2 years of experience in model development or model validation in the area of Market Risk, Asset and Liability Management (ALM), Interest Rate Risk in the Banking Book (IRRBB).

• You have knowledge of regulations associated with managing the interest rate risk and model validation.

• You have a quantitative background, (MSc or PhD degree) in e.g. Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics or Physics.

• You communicate in English fluently, both verbally and in writing.

• You know programming languages: Python, Matlab, R.

• You have a genuine passion for continuously improving.