Team Lead Model Validation Credit Risk

Models have a profound role within this organization. They are becoming more complex and important for their decision making. The model validation team is responsible for validating all important models they use. The teams helps the organization gain more insight into model risk and at the same time promote a more efficient use of these models. Their focus is on all high risk models, including for example credit risk models and AI/Machine learning models.

As a Team Lead Model Validation Credit Risk you will be in the lead for the validation of credit risk models (IFRS 9 and AIRB) and you lead a small team (2) of Credit Risk Model Validators.

The model validation team is relatively young team. They are a team of 10 and most of them have a quantitative background. They work closely together, and they mainly speak English with each other as they have a diverse team with 6 different nationalities. Model Validation is part of Risk Management and has a direct escalation line to the CRO. Model validation is responsible for the validation of models throughout the organisation, this includes amongst others the Solvency II internal model, the AIRB models and  the IFRS 9/17 models.

Requirements

• Living in The Netherlands;
• You have at least 7 years of experience validating AIRB models;
• You have experience leading projects and coaching junior colleagues;
• You have a master’s degree with an economic or quantitative profile;
• You have experience with programming (for example R or python);
• You are comfortable presenting your point of view to senior stakeholders and able to defend yourself if needed;
• You are eager to learn and develop yourself.

Interested?

Are you interested in this role? We look forward to receiving your cv. For more information about the role, you can contact Patricia Koekenbier @ patricia@himanagement.nl or 06-30400141