Model validator IRB models
-
Location
Zuid-Holland
-
Sector:
-
Job type:
-
Salary:
Competitive
-
Contact:
Meisy Jangoan
-
Contact email:
Meisy.Jangoan@jcwresourcing.com
-
Contact phone:
02035899291
-
Job ref:
LM48593
-
Published:
about 1 year ago
-
Expiry date:
2019-12-04
-
Consultant:
#
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.