Model Validator
As a Model Validator, you will be responsible for validating various complex financial and actuarial models to assist the organization in fulfilling its commitment of a lifetime of financial security for their customers and other stakeholders. You will be working in a dynamic organization where innovation is a key requirement.
Together with the rest of the Model validation and Model Risk Management (MV & MRM) team, you will be responsible for weighing up and prioritizing the needs of various stakeholders. You will report to and act as a sounding board for the head of the team. The team is part of the Global Model Validation group, which means members can be loaned out to or borrowed from other teams as required.
Key responsibilities include:
- validating complex financial, mathematical and actuarial models used for a range of purposes, such as Solvency II, pricing, hedging and valuation guaranteeing the quality and timeliness of your model validations
- pro-active monitoring of gap closures
- establishing and maintaining good working relations with model owners and other stakeholders
- active participation in the Model Validation Committee
- strengthen the further implementation of the Model Validation framework
- validating complex financial, mathematical and actuarial models used for a range of purposes, such as Solvency II, pricing, hedging and valuation guaranteeing the quality and timeliness of your model validations
Profiel
An eye for detail and analyzing complex issues is second nature to a Model Validator. You have a track-record of structuring and keeping and overview over a complex domain, and you are equally comfortable stimulating group cooperation and working independently. You speak and write English fluently.
In addition, you have the following qualifications:
- A completed academic-level study in econometrics, mathematics or other Beta science
- Relevant experience within risk management at a financial institution, preferably with an actuarial background.
- Extensive knowledge of model validation and model risk management
- Experience of at least one of the following programing languages: Visual Basic, R or Matlab
- Knowledge and experience of Solvency II and Basel II and III is a plus
Interested?
Are you interested in joining our client? We look forward to receiving your resume and motivation letter. For more information about the role, you can contact Patricia Koekenbier @ patricia@himanagement.nl or 0630400141