Back to job search

Model Validation Analyst

  • Location:

    Amsterdam, Noord-Holland

  • Salary:

    Tot €65000 per jaar

  • Contact:

    Tijmen Muller

  • Contact email:

  • Job ref:


  • Published:

    11 giorni fa

  • Expiry date:


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.

Image 2020 11 03 T18 20 38

The latest OJ Webinar

Are you looking to relocate?