Model validator IRB models

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.