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Senior Model Validator Market Risk

Senior Model Validator Market Risk

  • Location

    Amsterdam

  • Sector:

    Risk Management

  • Job type:

    Permanent

  • Salary:

    Market related

  • Contact:

    Meisy Jangoan

  • Contact email:

    Meisy.Jangoan@jcwresourcing.com

  • Contact phone:

    02035899291

  • Job ref:

    LM44886

  • Published:

    about 2 months ago

  • Expiry date:

    2019-11-11

  • Consultant:

    #

Senior Model Validation 

 

Job requirements;

Global team is looking to hire an experienced market risk model validation specialist. You will be exposed to al financial products in the bank and have interactions with all departments.  Provide support for, among others, transaction modelling, pricing and risk assessment. Develop banks economic capital framework by ensuring appropriate ongoing risk modelling of all the risks in the bank.

 

Profile:

  • A completed university degree; econometrics, mathematics or engineering; Masters or Phd
  • Min. 6 years of experience in financial model development and/or validation of market and interest rate risk models
  • Experience with Economic Capital modelling, in particular of Pillar II risks
  • Knowledge of modelling regulatory requirements (BIS, EBA, CRD, IFRS)
  • Ability to work with a range of data modelling software (Excel, VBA, Matlab)
  • Good analytical and communication skills
  • Fluent English written and speaking