Interim Risk Manager Model Validation
Consultant Dave Duim
Datum 7 november 20192019-11-07 2019-12-07 financial-services Amsterdam North Holland NL EUR 50 100 100 HOUR Robert Walters https://www.robertwalters.nl https://www.robertwalters.nl/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
For a financial services organization in Amsterdam I’m currently recruiting an Interim Risk Manager Model Validation. Do you have a Quantitative background (must) and experience with Model validation (pre)? Are you familiar with financial risk management, actuarial tooling or valuation of financial instruments and products (benefit)? Then keep reading.
Location: Amsterdam. Start date: asap or 1st of December 2019. Duration: 4 months.
- Supporting in model assessments, e.g. challenging team deliverables, assuring that models are reliable, appropriate for intended use and compliant with in- and external regulations
- Benchmarking models against best practice models in academia and industry
- Delivering high quality reports to model developers, senior management, DNB and other stakeholders
- Contributing to updates and improvements of the model risk policies
- Supporting in standards and frameworks for model risk and to overall assessments of this model risk (e.g. ORSA)
- Creating overviews of and insights into the model landscape
- Arranging and aligning the planning of model assessment activities
- Monitoring progress of follow-ups on findings
- Stakeholder management towards model developers, senior management and other stakeholders
- MSc degree in Econometrics, Actuarial Sciences, or another quantitative field
- Excellent communication, writing & reporting skills in English and preferably also in Dutch
- Model validation experience is preferred, but not required
- Familiarity with financial risk management, actuarial tooling or valuation of financial instruments and products is considered to be a benefit
- Programming experience is preferred, but not required, e.g. in R, Mathematica, Java, SAS, MATLAB, VBA, Prophet, AlgoFM or C++
Interested and available? Then apply as soon as possible.