This job is no longer available.

You can view related vacancies or set-up an email alert notification when similar jobs are added to the website using the buttons below.

Senior Model Validator - Corporate Risk

Job Description

The role will be based In Netherlands and fluency in Dutch is required

Key responsibilities

  • Technical review of risk models, including performing quantitative analyses
  • Delivering high quality validation reports (read by e.g. senior management, CRO staff, DNB and other regulators)
  • Preparing (parts of) reports for the Executive Board, CRO staff etc
  • Participating in/representing MV in relevant meetings

The scope

  • Credit risk models: i.e. PD, LGD and EAD models
  • Trading risk models, e.g. Historical VaR-type
  • ALM/Banking book valuation & risk models e.g. mortgage valuation & hedging, prepayment, replicating portfolio
  • Operational Risk models (AMA)
  • Economic Capital models, e.g. Credit Economic Capital (INCAP) model

The Profile:

  • You have a critical, though positive constructive mind set
  • You are a first-class expert in risk
  • You are accurate and thorough
  • You like to continuously develop your (technical) expertise and knowledge
  • You like to perform quantitative analyses with e.g. SAS, Matlab, EViews, VBA and make an impact
  • You like to work as an independent professional, i.e. be pro-active, and have high quality standards and work according to the planning
  • You are communicative and convincing
  • You like to interact with model developers on a professional level and build positive relationships
  • You have an MSc or PhD degree in Econometrics, Statistics, Economics, Mathematics, Physics or a related field
  • You are familiar with credit risk, trading risk and/or ALM-type models
  • You have experience with model building and/or model validation in a financial institution

 

Interested?  

 You can send your resume to Umair Ahmad at UAhmad@antal.com  and I will get back to you if your profile matched with the client requirements

 

 
×