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Job ID: 34271
Job Openings by Title Model Validator
Location Netherlands
Description:
Position:  Senior Model Validator

Company: Bank

Location: Netherlands

Job ID: 34271

Responsibilities:
-Performing the validation for quantitative models, including banking book models (client behavior and ALM/IRRBB models), IFRS9 and ICAAP/ILAAP models used within the company, independent from model owners and business users
-Performing an assessment on the model’s integrity, including the performance of the model and the ongoing appropriateness of its specification 
-Present the model validation opinion, encompassing both quantitative and qualitative assessment of the model to the company’s model validation committee
-Work closely with model validation teams and modelling team
-Developing and implementing policies and guidelines in areas such as economic capital, stress testing, credit risk, interest rate risk, liquidity risk and model risk management 
-Assessing financial transactions that have impact on the bank’s risk profile
-Assessing the SREP process of the company, including ICAAP and ILAAP
-Providing risk reports to the ALCO and other risk committees
-Performing model validation for financial risk, ALM and capital models within the company

Qualifications:
- A university degree (PhD or MSc) in a quantitative field (econometrics, mathematics, physics or engineering)
-At least 3 years working experience in relevant fields (financial modelling or risk management in financial industries);
-Programming experience in e.g. Matlab or R;
-Strong analytical skills, and result driven;
-Excellent communication, writing and reporting skills.
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