Model Validation Specialist
Salaris €60,000 - €90,000 per annum + bonus, pension
Consultant Ton van der Kooi
Datum 31 augustus 2022noord-holland banking-financial-services/risk-management 2022-08-31 2022-10-30 banking Amsterdam North Holland NL EUR 60000 90000 90000 YEAR Robert Walters https://www.robertwalters.nl https://www.robertwalters.nl/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
Are you a Model Validation Specialist with well-developed quantitative skills? Are you experienced with IRB Models and EBA guidelines? Do you want to work for a leading International Bank? Then keep reading.
- Validation of all aspects of Retail Credit Risk models, including new developments, model changes and periodic validations
- Challenging data processing, statistical and business soundness of the model and model performance
- Clear, precise and structured reporting of and defending the validation results
- Provide user feedback to improve the model risk framework, including the validation policies and procedures
- Presentation of independent model review of Retail Credit Risk Models to Model Governance Committee
- Maintain knowledge of model risk and regulatory requirements and standards
- Critically assess the operating environment in which models are being developed and deployed
- Liaison with the UK model validation team Presenting of validation results to the Bank’s Model Risk Committee
- Qualification in a relevant subject (econometrics, statistics, maths, operational research), with knowledge of advanced statistical and analytical techniques. Holds at least a degree level qualification with quantitative content or equivalent skills derived from experience
- Credit risk model validation experience in an ECB or EU regulated institution
- Knowledge and understanding of regulatory modelling requirements for capital and accounting related credit risk models
- Experienced and competent in the use of SAS, SQL, Python or similar languages/packages.
- Solid knowledge of statistics and econometrics: modelling assumptions, model estimation, statistical model performance testing
- A fulltime role (40 hour) with a market-salary and excellent secondary employee benefits.
- An international team with colleagues from more than 25 different countries
- Flat hierarchies and direct work with decision makers
- An excellent learning culture and opportunity to improve your professional competencies
- Different possibilities to flexibly organise your working hours
- Social benefits such as a company pension scheme, life insurance and capital formation contributions
- Easily accessible city centre offices, in the vicinity of many shops and restaurants to which you receive a discount
Are you interested in this role? Then apply as soon as possible.
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+31 (0) 20 644 4655
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