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Model Validator

  • Location:

    Nederland

  • Sector:

    Investments

  • Job type:

    Permanent

  • Salary:

    Tot €90000 per jaar + + Additional Benefits

  • Contact:

    Tijmen Muller

  • Contact email:

    Tijmen.Muller@oliverjames.com

  • Job ref:

    JOB-052021-143402_1624432135

  • Published:

    etwa ein Monat her

  • Expiry date:

    2021-07-23

I am currently partnering with an international Asset Management company and looking for a Model Validator.

This is not a typical model validation role where you are fixated on regulatory requirements and performing the same trick on the same type of model over and over again.

Company

The company is currently strongly developing within investing in a responsible way, digital innovation and stands for a better today, tomorrow and beyond.

The role

You will work closely to the business and become a part of the Investment Risk Management team. Instead of focusing on regulatory requirements within the models, you will focus on what actually best for the business and ensure that risks are mitigated towards the company's performance.

Some examples of the models that you will encounter are; risk, pricing, valuation and investment models (e.g. real-world economic scenario generators for many asset classes, derivative pricing and factor investment strategies).

From time to time models need to be completely rebuild or improved to perfection. This means that there is also a part in the role that focuses on modelling. Please do keep in mind that the main focus will be model validation and that you will also have to present your findings and recommendations towards Senior Management and possible other stakeholders.

What do you bring

You bring an Academic degree (Msc or PhD) in Mathematics, Physics, Econometrics, Actuarial Science or similar discipline.

You have at least 4 years experience in a modelling or model validation role. The type of risks or models that you have covered so far is not important, you motivation towards validating models is!

You are social and a good, clear communicator.

You want to be part of a growing team.

You are able to provide excellent quality validation results/reports and are well able to handle autonomy in work.

You can use Python and/or R and are also skilled in VBA.

*The company offers a good competitive salary package and secondary benefits.*

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