Back to jobs
I am working with an internationally leading bank in Amsterdam, who are seeking a senior experts in either Treasury / ALM / IRRBB Modelling or validation of ICAAP/ILAAP models. You will engage in the model validation of the banking book, looking at behavioral models, interest rate models, and Valuation & cost pricing models. Sitting in a highly international team, this role offers you the chance to take that next managerial step and be the central point of contact for junior members in the team.
As Team Lead, you will:
- Validate the ALM / IRRBB or ICAAP / ILAAP models and provide accurate and concise reports to the senior
management
- Be the central point of contact for not only members of your team, but other departments such
as Model development, audit, the ECB and other regulators.
- Guide and supervise more junior members in the team, meeting with them regularly to offer
advice and support on their work
- Bringing your expertise in IRRBB / EC Modelling, and be a main point of contact for any questions
regarding these areas.
- Regularly meet with the Chapter Lead to discuss new developments in the model areas.
As Team Lead you will bring:
- A masters / phd or equivalent in a Physics, Mathematical or Econometric field
- minimum 6 years' working in Model Validation or Model Development within the IRRBB /ICAAP or ILAAP
- Excellent command of English
Senior/Principal Model Validation Lead - ICAAP & ILAAP
- Location Amsterdam
- Job type Permanent
- Salary Negotiable
- Discipline Risk Management
- Reference PR/269233_1599201570
As Team Lead, you will:
- Validate the ALM / IRRBB or ICAAP / ILAAP models and provide accurate and concise reports to the senior
management
- Be the central point of contact for not only members of your team, but other departments such
as Model development, audit, the ECB and other regulators.
- Guide and supervise more junior members in the team, meeting with them regularly to offer
advice and support on their work
- Bringing your expertise in IRRBB / EC Modelling, and be a main point of contact for any questions
regarding these areas.
- Regularly meet with the Chapter Lead to discuss new developments in the model areas.
As Team Lead you will bring:
- A masters / phd or equivalent in a Physics, Mathematical or Econometric field
- minimum 6 years' working in Model Validation or Model Development within the IRRBB /ICAAP or ILAAP
- Excellent command of English