Model Validator / Financial Risk IRRBB

ING is hiring a Model Validator / Financial Risk IRRBB. Level rates it ; you can apply on Level.

AI in this role

Perform financial risk model validations for IRRBB and ALM in banking books using Python, Matlab, and R.

pythonmatlabr

model-validationmarket-riskalmirrbbquantitative-financestatistics

ING Hubs Poland is hiring!

The expected salary for this position: 9600 - 18 000 PLN gross.

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

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.

You'll get extra points for:

Professional certifications (e.g. FRM, PRM, CFA)

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.

Information about the Team:

Risk Hub Warsaw was created as a part of central risk team currently located in Amsterdam. We are responsible for validating IRRBB and CSRBB models for banking books used by ING Group worldwide. 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, and is properly adherent to regulations, best practices, and the latest technological innovations.

The role naming convention in the global ING job architecture will be “Model Validator III”.

How we rate this

Model Validator / Financial Risk IRRBB at ING rates 0 out of 100 for how much of the daily work is AI. That makes it Little AI (AI Level 1 of 4). The level is about AI in the job, not seniority.

Classification

Little AI. AI is not part of the work.

●●●● Builds AI80 to 100
●●●○ Works on AI60 to 79
●●○○ Uses AI40 to 59
●○○○ Little AI0 to 39

Levels come from how often the tools, models and workflows of the role are named in the posting itself. Open the description and count.

Key facts

Model Validator / Financial Risk IRRBB is an open job at ING.
Level rates this role AI Level 1 of 4: Little AI.
The role is based in Warszawa (Pańska 97).
The job was posted on October 1, 2026.
Seniority: senior.
Applications are handled by ING. Apply on ING

Prepare for this job

A free preview built only from this posting: what it asks for, what you could be asked in an interview, and how to adjust your resume.

Skills and AI tools this role asks for

Model ValidationMarket RiskAlmIrrbbQuantitative FinanceStatisticsPythonMatlab

Questions you could be asked

Tell me about a project where model validation was part of your work. What did you do?
Tell me about a project where market risk was part of your work. What did you do?
Tell me about a project where alm was part of your work. What did you do?
Tell me about a project where irrbb was part of your work. What did you do?
Tell me about a project where quantitative finance was part of your work. What did you do?

Adapt your resume

List these exact terms on your resume: Model Validation, Market Risk, Alm, Irrbb, and Quantitative Finance. An applicant tracking system matches the wording, not the idea.
Attach one line of real, concrete experience to at least one of them. A tool named with nothing behind it rarely survives a human read.

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