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.
