Senior Model Validator / Financial Risk IRRBB

Description

ING Hubs Poland is hiring!

Nr ref.

• REQ-10117659

Spółka

• ING Hubs

Kategoria

• Model Risk Management

Lokalizacja

• Warsaw, Poland

Data publikacji

• 03/07/2026

Poziom stanowiska

• Professional

Your responsibilities

• Performing (also as a lead) 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,

• Contribute to ongoing improvements in validation processes, frameworks, and tooling, including automation initiatives.

We are looking for you, if

• You have at least 4 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.