Model Risk Manager

Do you enjoy identifying, investigating and communicating on financial and operational risks related models used within a small digital bank? Than this is the perfect job for you?

The role
You identify, investigate and communicate on financial and operational risks related to all models used in this bank. You work together with model owners, developers and users in order to independently challenge and validate models. Your intellectually curious and share insights to strengthen the organization in areas ranging from the model landscape and architecture to the model governance framework. You actively monitor and report model risks to senior management and the Model Risk Committee.

The Team 
You report to the Head of Model Risk Management. The Model Risk Management team provides independent oversight of the models used in this bank and reports to the Chief Risk Officer (CRO). The team is based in Amsterdam.

Your Profile

• Several years of experience in model development, model validation in the financial sector;
• Experience in programing languages (e.g. R, Python);
• Academic education in a quantitative fields like mathematics, statistics, econometrics or physics;
• Good communication skills;
• Fluent in English speaking and report writing;
• Skills in data science is preferred;
• Risk management certification is preferred;
• Knowledge of AI modeling is preferred.

 Are you interested in joining our client? We look forward to receiving your cv. For more information about the role, you can contact Patricia Koekenbier @ patricia@himanagement.nl or 0630400141