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Senior Model Validator in Utrecht

Beschrijving

As a Senior Model Validator at de Volksbank, you have a unique insight in the risk management activities of our bank. You advise senior management and modellers on potential improvements in the internal models and their use.
Job description
As a Senior Model Validator, you have a unique insight in the risk management activities of our bank. You have various contacts within and outside de Volksbank, such as the departments for Model Development, Risk Management, Audit and the ECB. You work for the Model Validation department on the assessment of model risk in newly developed and used models. You report on the identified model risk to senior management and model developers, to further reduce the risk of wrong decisions made by the bank based on biases in models or their use.

Responsibilities
  • You perform in depth analyses and assessments of the financial models as employed within the bank;
  • You express your insights in clear and concise validation reports of high quality, in which you present your observations and recommendations to senior management;
  • You are familiar with relevant existing and upcoming regulation (CRR, IFRS9, ECB/EBA guidance) and you take initiative for the alignment with internal validation procedures;
  • You provide an active role in the development and implementation of model policies;
  • You assist junior colleagues in validation projects.
Personal profile
  • A Phd or MSc Degree with a quantitative background (for example Econometrics, Actuarial science, mathematics, physics);
  • Minimal 3 years of working experience with quantitative financial models, for example at a model validation or model development department at a financial institution;
  • Knowledge of risk modelling for Credit Risk and/or interest rate risk;
  • Skills in programming and data analysis;
  • Knowledge of relevant regulation and the willingness to further enhance this knowledge.
Competences
You have a strong ability for problem solving and can distinguish main and side topics. You have excellent planning and organising skills. You are proactive and accurate with an eye for details. You are convincing and can express a critical message in a professional way. You have good communication skills in both English and Dutch or the willingness to improve these language skills.
What can you expect from us?
De Volksbank is different from other banks. We are an informal organization. We opt for a good balance between work and leisure (such as Het Nieuwe Werken). Personal responsibility is our top priority. Ofcourse you will receive attractive terms of employment: an excellent salary, a 13th month and plenty of room for training and development.

The function as Senior Model validator is divided into scale 11. This means you earn between € 4.057,81 and € 6.242,77 gross per month on the basis of a 36-hour working week. Ofcourse you will have the benefit of an individual budget. You can choose when you will receive your holiday allowance and 13th month. Do you rather prefer to travel first class? That is also possible. 
About the department
Model Validation provides an independent judgement about the quality, appropriateness and the use of the models employed within the bank. Models are applied in a broad scope of purposes, including the calculation of capital requirements, the valuation of financial positions and the management of the balance sheet. The Model Validation team is an international team of specialists with a broad range of expertise.  

de Volksbank
De Volksbank takes on, together with her brands ASN Bank, BLG Wonen, RegioBank en SNS, the challenge of bringing back the importance of the human scale in banking. Together we want to redesign the current banking landscape within the Netherlands and sincerely put the interests of our customers first by making responsible choices in how we operate as a business. With around 3.000 colleagues we are working together, with the utmost confidence and optimism, to realize this ambition. Do you have the tenacity to work on a turnaround in the banking world? Come and build on our new bank and make the difference for our customers.
 
Apply?
Do you want to apply for the position of Senior Model Validator? Click on the “application button” and respond to this vacancy. Send in your motivation and CV and we will contact you as soon as possible.
 

Extra informatie

Plaats
Utrecht

De Meern | Utrecht | Financieel / Accountancy

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