Senior Model Validator Group Risk (broad scope with focus on Credit Risk)

The Senior Credit Risk Model Validator focuses on validating credit risk models but also on the validation of other models in the insurance & banking domain. He/she will have extensive contact with direct colleagues and stakeholders and will be the authority within the Credit Risk domain. The position is of course strongly quantitative, however is […]

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Job description

The Senior Credit Risk Model Validator focuses on validating credit risk models but also on the validation of other models in the insurance & banking domain. He/she will have extensive contact with direct colleagues and stakeholders and will be the authority within the Credit Risk domain. The position is of course strongly quantitative, however is also focussing on guiding, mentoring and driving knowledge within the team on group level.

Requirements

  • Extensive experience (8+ years) in the field of Model Development or Model Validation related to Credit risk models
  • Extensive experience with A-IRB
  • Master’s degree with an economic or quantitative profile;
  • Experience with programming (for example R or python);
  • Eager to gain experience with a broad range of models, als outside of credit risk
  • Strong drive to become the authority within Credit Risk model validation on group level
  • Focus on driving knowledge within the company
  • Salary: Competitive
  • Excellent knowledge of English, both written, as wel as spoken

Company Profile

Our client is a renowned company within the insurance and banking industry.
 

The department

The model validation team is responsible for validating all important models used within the organisation. Focus is on all high risk models, including for example credit risk models and AI/Machine learning models. Within the department one will have exposure towards working with different models; insurance models, market risk models and credit risk models. The department is multicultural, communication is in English and works very closely together as a team. Model Validation is part of Risk Management and has a direct line of report to the CRO.

 

Publication date

28.09.2023

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