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Model Validation

Model Validation

  • Location

    Amsterdam

  • Sector:

    Risk Management

  • Job type:

    Permanent

  • Salary:

    £43.9k - 70.3k per year

  • Contact:

    Meisy Jangoan

  • Contact email:

    Meisy.Jangoan@jcwresourcing.com

  • Contact phone:

    02035899291

  • Job ref:

    LM50223

  • Published:

    7 months ago

  • Expiry date:

    2020-02-05

  • Consultant:

    #

Model Validation 

Role description: 

  • You will be validating complex financial, mathematical and actuarial models used for a range of purposes, such as Solvency II, pricing, hedging and valuation.
  • Able to maintain a good working relations with model owners and internal stakeholders.
  • Assuring and maintaining high quality of model validations and proactively monitoring outstanding gap

Requirements:

  • A Master’s or PhD degree in quantitative finance or actuarial mathematics studies, econometrics, physics, mathematics
  • 2 to 8 years of relevant experience within model validation or Risk modelling
  • Good knowledge in pension/ or life/ Non life insurances sector or businesses
  • Experience with Solvency II/IFSR17
  • Knowledge of model validation and model risk management within a financial institution is a plus.
  • Experience of at least one of the following programing languages: Python, Visual Basic, R or Matlab.
  • You enjoy being challenged with complex issues
  • You are fluent in communicating in English and Dutch 

No sponsorship provided - You need to be eligble to work in The Netherlands