Omschrijving

Assignment

As part of the Model Validation Financial Risk department within the global Model Risk Management function, je/jij will play a leading role in the independent validation of complex XVA models. The assignment is focused on valuation methodologies, prudent and fair valuation adjustments, and out-of-scope methodologies within the Trading Book. Je/jij will own end-to-end validation projects, challenging model developers and model owners while ensuring compliance with internal model risk policies and regulatory expectations. In addition to delivering high-quality validation reports, je/jij will advise stakeholders on model risk materiality, remediation strategies and validation best practices. Je/jij will also contribute to the further development of the Model Validation function by coaching junior validators, improving ways of working and supporting innovation initiatives, including automation and AI-enabled validation techniques.

What will je/jij do?

Lead end-to-end validation of XVA models and valuation adjustment methodologies.
Validate prudent valuation, fair valuation and out-of-scope methodologies.
Prepare high-quality validation reports in line with regulatory expectations (e.g. ECB/JST).
Challenge model developers and model owners throughout the validation lifecycle.
Advise stakeholders on model risk, prioritisation and remediation strategies.
Coach junior validators and contribute to continuous improvement within Model Validation.
Support innovation initiatives, including automation and AI-enabled validation techniques.
Ensure compliance with the Model Risk Policy and validation standards.

Eisen

Deep expertise in XVA and the valuation of financial derivatives.
Strong understanding of Trading Book financial risk models.
Strong quantitative background in financial mathematics, stochastic calculus, statistics, econometrics or a related discipline.
Experience within a highly regulated environment with strong governance and documentation standards.
Knowledge of valuation adjustment regulation, including Additional Valuation Adjustments (AVA).
Proven ability to challenge first line of defence decisions and communicate complex quantitative analyses to senior stakeholders.
Hands-on experience with quantitative modelling in Python, including libraries such as pandas/polars, NumPy, QuantLib and/or ORE.
Knowledge of AI applications within quantitative modelling and validation, including prompting, agentic workflows and AI risk management.

Wensen en competenties

Organisatie en team

ING Bank N.V.

Gespreksinformatie

Interviews: 7 July 21 July 2026 (TBC)

Overige informatie

Benodigd aantal professionals: 2 personen

Hybride werken: Nee

Optie tot verlenging: De duur is tot 31 december 2026, met een mogelijke verlenging.

Hybride: Amsterdam, Netherlands (hybrid)

Fee: De administratieve partner rekent een aanvullende fee van € 2,50 boven op het tarief.

Overig algemeen: Project focus

The successful professional will work on validations involving:
XVA out-of-scope methodologies and associated prudent and valuation adjustments.
XVA modelling for commodities, including the Gibson-Schwartz model and commodity product pricing.
Fair and prudent valuation methodologies for IR and FX skew models within XVA.
Collateral Valuation Adjustment (ColVA) models.
General XVA modelling topics, including the relationship between Accounting CVA and FRTB CVA, identification of modelling gaps and assessment of model risk implications.

Hieronder vind je meer informatie over het aanmeldproces en antwoorden op veelgestelde vragen. Niet gevonden wat je zoekt? Neem dan contact op met Sybren Hindriks via sybren.hindriks@kbenp.nl of met Nina de Jong via nina.dejong@kbenp.nl.