Senior Model Validator (Financial Risk)

TL;DR

Senior Model Validator (Financial Risk): Validating IRRBB and CSRBB models for banking books worldwide with an accent on mathematical assumptions and regulatory adherence. Focus on performing high-quality validations, drafting detailed reports, and improving validation frameworks through automation.

Location: Warsaw, Poland (Pańska 97)

Salary: 17,000 – 22,000 PLN

Company

hirify.global Poland operates a central risk hub responsible for validating IRRBB and CSRBB models for the ING Group globally.

What you will do

• Perform high-quality validations and summarize conclusions in professional reports for stakeholders, senior management, auditors, and the ECB.
• Lead validation efforts and align outcomes with model developers and regulatory bodies.
• Monitor and integrate the latest developments in ALM, IRRBB, and CSRBB.
• Contribute to the improvement of validation processes, frameworks, and automation tooling.

Requirements

• At least 4 years of experience in model development or validation within Market Risk, ALM, or IRRBB.
• MSc or PhD degree in Econometrics, Quantitative Finance, Mathematics, Statistics, or Physics.
• Proficiency in Python, Matlab, and R.
• Fluent English communication skills, both verbal and written.
• Strong knowledge of regulations associated with interest rate risk management and model validation.
• Must be located in or able to work from Warsaw, Poland

Nice to have

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

Culture & Benefits

• Opportunity to work in a global risk architecture as a Model Validator IV.
• Environment focused on mathematical rigor and technological innovation.
• Focus on continuous professional improvement and high-impact delivery.