This Job Vacancy has Expired!

Senior Quantitative Risk Manager/Model Risk Auditor/Lead AIRB Modeler/

Posted on Oct 3, 2019 by Henlow Recruitment Group

Amsterdam, Noord-Holland, Netherlands
Accountancy
Immediate Start
€80k - €125k Annual
Full-Time

Senior Quantitative Risk Manager/Model Risk Auditor/Lead AIRB Modeler/Quantitative Risk Modeler/Credit Risk Model Specialist/Model Risk Auditor/Credit Risk Model Specialist/Lead AIRB Modeler/Credit Risk Model Lead/Credit Risk Validator/Model Validator

Experience

  • Senior Quantitative Risk Manager/Model Risk Auditor/Lead AIRB Modeler/Quantitative Risk Modeler/Credit Risk Model Specialist/Credit Risk Specialist/Model Risk Auditor/Credit Risk Model Specialist/Lead AIRB Modeler/Credit Risk Model Lead/Credit Risk Validator
  • Quatitative/Hands on quantitative skills
  • Audit
  • Credit Risk/Kredietrisico
  • Regulation or credit risk modelling
  • AIRB Models (LGD, EAD and PD)
  • Experience in Credit Risk Management
  • Model Risk
  • Analytical skills and the ability to challenge and improve models
  • Credit risk modelling/validation within a major bank or financial institution
  • IRB regulation
  • Financial risk management.
  • Strong Stakeholder Management#
  • Various levels avilble 3 Vcancies from Medior to Senior
  • Medior level = minimum 5 years, Senior is 10 years +

Responsibilities

  • Senior Quantitative Risk Manager/Model Risk Auditor/Lead AIRB Modeler/Quantitative Risk Modeler/Credit Risk Model Specialist/Credit Risk Specialist/Model Risk Auditor/Credit Risk Model Specialist/Lead AIRB Modeler/Credit Risk Model Lead/Credit Risk Validator
  • Model Risk Auditor you will be part of the Model Risk audit team
  • Worldwide coverage on Risk related audit
  • Credit Risk/Kredietrisico
  • AIRB Models (LGD, EAD and PD)
  • Experience in Credit Risk Management
  • Model Risk
  • Analytical skills and the ability to challenge and improve models
  • Credit risk modelling/validation within a major bank or financial institution
  • IRB regulation
  • Financial risk management.
  • Strong Stakeholder Management
  • Assessing dedicated models as well as covering model risks during product and risk management audits
  • Your audit procedures will consist of well-known validation and test techniques for both regulatory (eg AIRB, VAR/Expected Shortfall, IMM) as non-regulatory models (amongst others application, Pricing/Valuation, IFRS models, Machine Learning/AI).
  • Kredietrisicobeheerder/Credit Risk Manager
  • Credit Risk/Kredietrisico

My client is a multinational bank based in the Netherlands, the role is based in Amsterdam. They are hiring 3Senior Credit Risk Modelers to come on board the team, The role is permanent offering a competitive base salary with additional benefits. For more information contact Elle Shum or apply today!

Reference: 765369800

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Senior Quantitative Risk Manager/Model Risk Auditor/Lead AIRB Modeler/

Amsterdam, Noord-Holland, Netherlands

€80k - €125k Annual