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Added 02/03/2022
- ECB supervised bank, flat organization
- Help mature Model Validation , 4-5 people strong team
About Our Client
An international FS , ECB supervised , operating in more than 30 countries. International HQ in Amsterdam.
Job Description
- Validation of new models and existing models in the domain of credit risk, asset risk, market risk, operational risk and other risk domains.
- Assessment of model methodology
- Quantitative analysis on data used in the model and analysis of model performance.
- Replication of key results and reporting the model validation results.
- End-to-end management of a validation project including setting up project planning.
- Verify if models are in line with internal model standards as well as external regulations/guidelines.
- Support junior validators
- Present validation results to senior management/risk committees
- Support reporting to and communication with the regulator Model validation acts as a centre of expertise by sharing knowledge on modelling, validation, model risk management and regulatory compliancy with all our stakeholders
The Successful Applicant
- 2-5 years of work experience in model validation and/or quantitative analysis.
- Experience in validation of regulatory models (ECB, EBA, CRD, IFRS).
- Quantitative academic education in a relevant field like mathematics, statistics, econometrics orphysics.
- Proficient in one or more of the following - statistics, financial mathematics, stochastic calculus and/or machine learning.
- Experienced in modern programming languages (e.g. Python,R).
- Thorough knowledge of regulatory requirements.
- Able to effectively communicate to a wide range of stakeholders.
- Able to work under high pressure.
- Strong analytic skills and advanced interpersonal and communicative skills
What's on Offer
- A competitive remuneration package ( Bonus, Premium Free pension plan )
Contact
Rogier Jansen
Quote job ref
JN-032022-5289541
Job summary
- Sector
- Risk, Compliance & Audit
- Sub Sector
- Modeling / Model Validation
- Industry
- Financial Services
- Jobs by location
- Amsterdam
- Contract Type
- Permanent
- Consultant
- Rogier Jansen
- Job Reference
- JN-032022-5289541
