This Job Vacancy has Expired!

Risk Modle Validator

Posted on Dec 2, 2019 by Gazelle Global Consulting

Amsterdam, Noord-Holland, Netherlands
IT
Immediate Start
€50k - €90k Annual
Full-Time

I am building up a Model Validation team of 10 individuals so get in touch for more details regardless of your experience level!

This is an excellent full time, permanent career opportunity with a major global brand in the financial services to work as a Model Risk Validator in Amsterdam in a rapidly expanding development team.

The company is looking for Junior, Medior and Senior talents to join their Market & Operational Risk Model Validation team consisting of 12 colleagues. Their aim is to double the team on short notice. If you prefer to join the Credit Risk Team, because this is what you love, you're welcomed here.

What you'll do:

  • Technical review of risk and pricing models
  • Writing detailed validation reports
  • Preparing reports/ad hoc requests for the staff
  • Interacting with model developers

Your model scope:

  • Trading Risk Models
  • Credit Risk Models
  • Interest Rate Risk in the Banking Book Models
  • Liquidity Risk Stress Testing Models
  • Operational Risk Models
  • Credit Risk Model Validator: PD, LGD, EAD, INCAP, Stress Testing Framework

About you:

  • Msc or PhD. in Finance, Econometrics, Financial Maths, Quantitative Finance, Statistics or similar
  • You are familiar with market and/or other risk related topics
  • You have experience with empirical model building
  • Programming experience (Matlab or VBA or C++)
  • Credit Risk Model Validator: SAS, modelling/validation in A-IRB or IFRS9

Offer:

  • competitive salary
  • 40 or 36 hours working week
  • 13th month pay
  • public transport ticket
  • Training
  • Contribution to individual savings
Apply now for immediate consideration. We can discuss everything further on our first call!

Reference: 802837795

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