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Risk Model Validator (Amsterdam, Utrecht)

Posted on Feb 12, 2020 by Gazelle Global Consulting

Amsterdam, Noord-Holland, Netherlands
Accountancy
Immediate Start
€40k - €95k Annual
Full-Time

Currently I'm looking for Risk Model Validators on all levels, regardless the experience. Junior posiitons start from 3years of experience and Principal Validation Lead role goes up to 10-12 years.

These are excellent full time, permanent career opportunities with major global brands in the financial services to work as a Model Validator in Amsterdam or Utrecht in a rapidly expanding development team.

You'll join their Market & Operational Risk and Credit Risk Model Validation team consisting of 12 colleagues. Their aim is to double the team on short notice. In case of the Principal Lead role you'll join to the Trading & Bankink Book Risk team, and you will have the chance to work with Product Owners, Chapter Leads and Agile Coaches.

Model cope:

  • Trading Risk Models
  • Credit Risk Models (PD, LGD, EAD)
  • Interest Rate Risk in the Banking Book Models
  • Liquidity Risk
  • Stress Testing Models
  • Operational Risk Models

About you:

  • For both positions: Msc or PhD. (in Finance, Econometrics, Financial Maths, Quantitative Finance, Statistics or similar) AND Risk model validation experience
  • Credit Risk side: 2+ years related work experience with credit risk models (PD/LGD/EAD) AND modelling/validation in either A-IRB or IFRS9

  • Market & Operational Risk side: Knowledge with market and/or other risk-related topics, eg VaR, financial products/derivatives, stochastic calculus, interest rate models, (financial) econometrics, time series models, GARCH, financial economics, liquidity risk, ALM, IRRBB, counterparty credit risk

Offer:

  • competitive salary
  • 40 or 36 hours working week
  • 13th month pay
  • 8% holiday payment
  • Flexible working hours and the possibility to work at home
  • Pension scheme
  • Discount on sport centres
  • Public transport ticket/commuting allwance
  • Training
  • Contribution to individual savings
Apply now for immediate consideration. We can discuss everything further on our first call!

Reference: 842946134

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