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Model validator IRB models

  • Location

    Zuid-Holland

  • Sector:

    Risk Management

  • Job type:

    Permanent

  • Salary:

    Competitive

  • Contact:

    Meisy Jangoan

  • Contact email:

    Meisy.Jangoan@jcwresourcing.com

  • Contact phone:

    02035899291

  • Job ref:

    LM48593

  • Published:

    6 days ago

  • Expiry date:

    2019-12-04

  • Consultant:

    Meisy Jango'an

My client, a bank based in The Hague Netherlands, is currently searching for a skilled and motivated Senior Model Validator to join their Risk Analytics & Model Validation team. The ideal candidate can expect a modern, dynamic workplace offering substantial responsibilities and direct exposure to senior management.

Responsibilities include (but are not limited to):

  • Assess risks
  • Analyse financial models
  • Validation of models including models for measuring interest rate risk, valuation models, pricing models, ALM models, with particular attention on IRB/IFRS9 models
  • Development/maintenance of the bank's model risk policies and standards
  • Coaching junior members of staff
  • Convey the results of any analyses in a clear manner, able to liaise with staff of all levels, including senior stakeholders

To be considered for this position you must:

  • Achieved a mathematical university degree such as economics, mathematics, statistics, engineering etc.
  • Have a minimum of 5 years' experience in model development OR validation
  • IRB model experience
  • Banking experience
  • Experience using modelling software such as Excel, Matlab, VBA, SAS, Python, SQL
  • Have clear communication skills

This position is offering a competitive pay package depending on experience.

If you are interested in this position and your experience meets the requirements, please apply via the button below. If you do not receive a response on your application in 3-5 working days, please assume your application has been unsuccessful on this occasion.

If you are interested in a new opportunity but your experience doesn't fit this role, please e-mail me at amelia.grocock@jcwresourcing.com with an up to date CV and I will get back to you.

If you are not interested but know someone who might be then JCW offer a generous referral scheme reward, whereby anyone who refers us to a successfully placed candidate is entitled to up to £250 worth of vouchers.