Model Validator / Financial Risk IRRBB

Location: Warszawa (Pańska 97), Poland

Salary: 9,600–18,000 PLN gross per month

Company

hirify.global Poland is part of ING Group, with the Risk Hub Warsaw supporting the central risk organization located in Amsterdam.

What you will do

• Perform high-quality validations of Market Risk, ALM, IRRBB, and CSRBB models used for banking books across ING Group.
• Assess whether models are fit for purpose based on mathematical assumptions, business context, academic theory, empirical evidence, regulations, and best practices.
• Summarize conclusions in clear validation reports for stakeholders.
• Collaborate with model developers, senior management, auditors, and the ECB.
• Monitor developments in ALM, IRRBB, and CSRBB and represent the work at conferences.
• Improve coding libraries used for model validation.

Requirements

• At least 2 years of experience in model development or model validation in Market Risk, ALM, or IRRBB.
• Knowledge of interest-rate risk management regulations and model validation.
• Quantitative MSc or PhD in econometrics, quantitative methods, quantitative finance, mathematics, statistics, physics, or a related field.
• Fluent English communication, both verbal and written.
• Programming experience with Python, Matlab, and R.
• Continuous-improvement mindset.

Nice to have

• Professional certification such as FRM, PRM, or CFA.

Culture & Benefits

• Work within a central risk organization serving ING Group worldwide.
• Collaborate with model developers, senior management, auditors, and the ECB.
• Opportunity to attend and present at conferences.