The role:
As a Medior/Senior Model Risk Expert, you will be responsible of rolling out the model risk management framework covering end to end model life cycle globally for IRB Rating Systems and:
*Brings expert knowledge on IRB / Rating Systems modeling, analytics and participates in actively sharing knowledge with stakeholders
*Contributes to the global roll-out of the Model Risk Management framework and organizes workshops, and trainings for large group of stakeholders
*Performs maturity assessments on entity level and provides recommendations for
*improvement related to the embedding of the Model Risk Management framework
*Contributes to the organization's efforts in responding and reporting to regulatory bodies
*Follows current and new regulatory requirements and best practices in model risk management
*Organize, facilitate and prepare a planning meeting with the aim to come to an integrated planning for Rating Systems, IFRS9 and DoD, and improve the overall process for redevelopment and implementation of rating systems
Your profile:
We look for a colleague with a talent for taking it on and making it happen, enthusiasm for helping others to be successful and knack for always being a step ahead. You strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment. You are a naturally collaborative person who listens and invests in others to achieve common goals. You love to challenge the status quo and are eager to propose creative solutions.
*an academic degree (MSc or PhD) in Econometrics, Mathematics, Physics, Economics or another quantitative/numerical field
*at least 4+ years related work experience with credit risk models and relevant regulations and practices
*experience with digital tooling, dashboard creation, and visualization is a plus
*research skills, to be able to explore new developments relevant for model risk management
*excellent English verbal and writing skills
*good listener and interviewer, receptive to the feedback from the stakeholders
*well-developed communication and influencing skills to be able to explain to different audience the policy requirements and their application
Work environment:
You are part of the MRO tribe based in Amsterdam. The MRO tribe consists currently of three chapters, and this role will be in the Model Risk Chapter. The role requires interactions with many (senior) stakeholders on a variety of potentially high profile topics. The environment that you work in can be described as dynamic, professional with fast changing requirements and needs.
