Role: Senior Model Validator
Location: The Hague, Netherlands
Join the Risk Analytics & Model Validation team as a crucial contributor. Be part of a dynamic international team where your skills and insights shape the future. Enjoy a flexible, collaborative work environment that promotes professional growth and innovation.
Central Role: You'll be at the heart of our organization, interacting with all business units and senior management.
Impact: Your opinions matter to us. Stakeholders will value your recommendations, and you'll see the direct impact of your work. Unlike in a large corporation, you won't be lost in the crowd but will make a real difference, as your voice will always be heard.
Diverse Team: You'll be part of a diverse international team, learning from the varied experiences of your colleagues.
Growth Opportunities: We believe in helping our employees reach their full potential. In addition to excellent financial conditions, we offer ample opportunities for development. Here, you're not just doing a job; you're building your career.
Key Responsibilities
- Financial Product Exposure: Engage with various financial products, supporting valuations, pricing, and risk assessments across departments.
- Economic Capital Framework: Enhance and develop the Economic Capital framework, ensuring accurate risk modelling and capital requirement quantification.
- Model Validation: Validate critical business models used for valuation, pricing, and risk assessment, including IRRBB, IFRS9, and IRB models.
- Policy Development: Develop and maintain model risk-related policies and standards, contributing to the risk management framework.
Key Requirements
- Education: University degree in econometrics, mathematics, engineering, or a related quantitative field.
- Experience: Several years of experience in financial model validation or development.
- Regulatory Knowledge: Familiarity with BIS, EBA, CRD, and IFRS regulations.
- Technical Skills: Proficient in data modelling software such as Excel/VBA, SQL, Matlab, Python, or R.
- Soft Skills: Strong communication, collaboration abilities, attention to detail, and critical thinking.
