Manager – Credit Risk Model Validation (Lead Model Risk)

• A degree (MSc or PhD) in a quantitative/numerical field,

• Are passionate about working with people and developing talents of others make you fulfilled,

• Have over 6 years of work experience in development/validation of credit risk models

• Have in-depth knowledge about the credit risk management and regulations (IRB, IFRS9),

• Have proven experience in leading and/or coaching others, both from a people management and content perspective,

• Have experience in being a sparring partner/advisor to Senior Management and managing stakeholders such as auditors and regulators,

• Are an excellent team player, persistent, service oriented, people centric, eager to learn and have high quality standards,

• Like to work in an international environment focused on creativity and openness,

• Are prepared to travel occasionally, mainly to Amsterdam.

English level: C1

You'll get extra points for:

• Strong analytical, problem-solving and decision-making capabilities,

• Independent, creative and pro-active mindset,

• Being keen on innovation,

• Analytical and critical attitude.

Your responsibilities:

• Validation reports review and quality assurance,

• Recruitment and development of the team (Chapter),

• Coaching and supporting development of your team members,

• Setting & improving on our validation standards, frameworks and way of working,

• Alignment with model developers, senior management, auditors, ECB,

• Learning the latest developments in credit risk models domain.

Information about the team:

The Credit Risk Model Validation Tribe has over 80 experts and specialists split into 4 chapters in Amsterdam and 3 chapters in Warsaw. The Warsaw chapters (Credit Risk Model Validation Area) has almost 40 validators, which constitute an independent team but work very closely with the whole Tribe. Each of the Warsaw Chapters consist of 12 validators and associated Product Manager. One of our Chapters (so called Italy) is currently looking for manager.

As Credit Risk Model Validation Manager (Chapter Lead), you will lead the team of experts and specialist who validate top world-class models used for regulatory purpose (IRB), provisions (IFRS 9) and innovative decision models covering different portfolios and countries. Credit Risk Model Validation is checking the design, performance, proper use of models and compliance with internal and external regulatory requirements. Together with Amsterdam office we work as one team and are actively developing our methodology standards, validation frameworks and way of working.