Model Validator VI

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.

• 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.