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Senior Consultant – IRRBB & ICLAAP Model Validation FT
Introduction
The assignment will focus primarily on the independent validation of Economic Capital models and methodologies, supporting a portfolio of ongoing validation engagements within a Model Risk Management environment.
This is a temporary assignment with a duration of 2 months.
What will you be doing?
Key Responsibilities
• Perform independent validations of Economic Capital models and related methodologies.
• Assess model conceptual soundness, methodology design, assumptions, limitations, implementation, and ongoing performance monitoring.
• Review IRRBB, CSRBB, ICLAAP, and Economic Capital frameworks from both quantitative and regulatory perspectives.
• Contribute to validation reports, findings formulation, and stakeholder discussions.
• Engage with model owners, developers, and risk management stakeholders while maintaining independence as part of the validation function.
• Support multiple validation engagements simultaneously and effectively manage competing priorities.
• Collaborate closely with other validators and subject matter experts within the team.
What should you bring to ING?
Required Experience and Skills
• Proven expertise in IRRBB, CSRBB, ICLAAP/ICAAP, and Economic Capital modelling frameworks, including Behavioural Models.
• Strong understanding of banking book risk management and related regulatory expectations.
• Demonstrated experience in model validation, model risk management, or independent quantitative review functions.
• Solid quantitative background with the ability to challenge model methodologies, assumptions, and results.
• Familiarity with validation governance, regulatory requirements, and industry best practices.
• Excellent analytical, communication, and stakeholder management skills.
What we have to offer
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