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Model Validation Analyst

  • Location:

    Amsterdam, Noord-Holland

  • Salary:

    Tot €65000 per jaar

  • Contact:

    Tijmen Muller

  • Contact email:

    Tijmen.Muller@weareoliverjames.com

  • Job ref:

    JOB-042021-139318_1617871973

  • Published:

    11 giorni fa

  • Expiry date:

    2021-05-08

I am currently looking for a Model Validation Analyst for an international banking client, based in Amsterdam.

Short description of the role

- Validation of PD, LGD, NMD Models.

- You are the subject matter expert on data architecture of the models.

- You are able to present your findings, discuss, and able to address this in a constructive way. In any way you are good with stakeholder management.

- You will report directly to the CRO, this also means you might be required to present for senior stakeholders internally.

- You will be part of a team, but also perform a stand alone function with a lot of autonomy.

What you need to bring to succeed

- Academic background in a strong quantitative discipline.

- You have a good understanding of regulatory modelling framework(s).

- Clear communication skills and the ability to deal with stakeholders, present and give valuable input regarding models.

- Strong knowledge of IFRS 9 and/or (A)IRB. Additional IRRBB knowledge is a pro.

- You are ambitious, driven and like to develop yourself.

- Experience within wholesale banking is preferred.

- Good knowledge of SQL and other program languages.

- Proficiency in English is required.

Additionally you currently work in the Netherlands or you are EU Citizen.

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