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I am working with an internationally leading bank in Amsterdam, who are seeking a senior expert in Economic Capital Modelling and Liquidity Risk, and an exceptional mathematical background. You will engage in the model validation of the banking book, looking at ICAAP / ILAAP 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 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 be a main point of contact for any questions regarding these
areas.
-REgulatlry 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
-8-10 years' working in Model Validation or Model Development within the IRRBB / Liquidity Risk
field
-Experience in management of a team or being Team Lead
-Excellent command of English
Senior/Principal Model Validation Lead - ICAAP & ILAAP models
- Location Netherlands
- Job type Permanent
- Salary Negotiable
- Discipline Risk Management
- Reference PR/269233_1594623258
As Team Lead, you will:
-Validate the ALM / IRRBB 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 be a main point of contact for any questions regarding these
areas.
-REgulatlry 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
-8-10 years' working in Model Validation or Model Development within the IRRBB / Liquidity Risk
field
-Experience in management of a team or being Team Lead
-Excellent command of English