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Model Validation Programme Manager - Murex (Urgent!)

Posted on Feb 28, 2020 by Experis IT

Utrecht, Netherlands
IT
1 Mar 2020
Annual Salary
Contract/Project

Model Validation Programme Manager sought by a major Dutch Banking organisation as part of a major Murex programme covering Front-to-Back Office along with Risk.

The main objective of the programme is to implement a new front-to-back-to-risk trading platform based on the Murex product that can support current and future business requirements at significantly lower costs than the current fragmented landscape. Teamwork within a professionally managed, agile-focused project environment is important.

The lead of the Model Validation programme is responsible for coordinating the model validation activities related to the programme and the Murex production platform, across all relevant departments in the value chain, including model owners, model users (Markets, Treasury, Product Control and Risk Management & Methodology) and the independent model validation teams in (PMV, CALM). The coordination function is considered essential for the timely completion and approval (by the Product Model Governance Committee) of model validation requests. Without these approvals, the program, given the legal dependencies, will not be able to deliver on time.

The position requires a skills package that combines knowledge and experience of quantitative modelling in financial markets, the translation of these models into internal or supplier-based analytical libraries, proven experience with leading quantitative analysis teams, affinity with regulatory regimes on changes in model methodology and knowledge of the pricing of financial markets, risk value, XVA and IMM methodologies. Specific Murex experience is highly desirable.

The position is based in Utrecht on a 36-hour working week with an expected duration of the position is 18-24 months.

Local ZZPers are okay for this position, alternatively we are able to payroll international candidates via the Dutch Payroll Construction.

Closing deadline for applications 11:00 GMT on Friday 28th February.

Reference: 851946403

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