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Model Risk Team Lead

  • Location:

    Eindhoven

  • Sector:

    Accountancy & Finance, Risk & Compliance

  • Job type:

    Permanent

  • Salary:

    Tot £120000 per jaar

  • Contact:

    Aaron Sinkeldam

  • Contact email:

    Aaron.Sinkeldam@oliverjames.com

  • Job ref:

    JOB-032024-243040_1711622206

  • Published:

    etwa 7 Stunden her

  • Expiry date:

    2024-04-27

  • Startdate:

    01/06/2024

Role Overview:
As a Model Validation Team Lead, you will play a pivotal role in ensuring the accuracy and compliance of our credit risk models. Your expertise and leadership will directly impact our ability to navigate regulatory requirements and support our clients effectively.

Responsibilities:
In this role, you will collaborate closely with modelers, policy specialists, and business stakeholders to ensure the integrity of our risk and compliance models.

Key responsibilities include:

  • Leading the validation and maintenance of credit risk models, including IRB, PD, LGD, and EAD models.
  • Providing recommendations based on thorough analysis and effectively communicating findings to stakeholders.
  • Translating regulatory requirements, such as CRR and EBA Guidelines, into actionable instructions for model development.
  • Taking a lead role in quality assurance processes for initiatives impacting the modeling process.
  • Developing data queries and dashboards for reporting and analysis, ensuring data accuracy and relevance.
  • Understanding business and regulatory needs and translating them into analytical requirements and compliant models.

Requirements:

  • Minimum of 6 years of experience in quantitative analysis within risk modeling in banking and finance.
  • Quantitative academic background (master's degree or PhD) in fields such as econometrics, mathematics, or physics.
  • Extensive experience in quantitative financial modeling, including model development and validation.
  • In-depth knowledge of regulatory requirements for credit risk models, such as IRB and IFRS9 frameworks.
  • Proficiency in statistical and data analysis software, such as Python and R, with experience in handling large datasets.
  • Excellent communication skills (both verbal and written) in English.
  • Strong stakeholder management abilities and the capacity to work independently and under pressure.

Our client:

They prioritize the wellbeing of their team members. Their comprehensive wellbeing program aims to foster connections, support mental and physical health, provide financial education, and maintain a healthy work-life balance. Your wellbeing matters to us, and we are committed to helping you thrive both personally and professionally.

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