The role: Model Validator

Location: The Hague

Join a multinational bank and engage with a wide array of financial products and models. Collaborate closely with various departments, providing essential support in transaction modeling, pricing, and risk assessment. Your insights will directly influence model owners and business

decisions.

Key Responsibilities

• Enhance the bank's Economic Capital framework through continuous risk modeling.
• Utilize statistical models and personal judgment to quantify the bank's capital requirements.
• Conduct comprehensive analysis of capital usage across the bank.
• Validate critical business models impacting valuation, pricing, and risk assessment.
• Develop and maintain model risk policies and standards.

Key Requirements

• University degree in econometrics, mathematics, engineering, or related fields.
• 3-5 years of experience in model validation or financial model development.
• Familiarity with regulatory requirements (BIS, EBA, CRD, IFRS).
• Proficiency in data modeling software (Excel, VBA, Python, Matlab).
• Strong analytical and communication skills.
• Detail-oriented with a critical mindset.
• Effective communicator with internal and external stakeholders.
• Self-starter with the ability to work independently.
• Adaptable and capable of thriving in a dynamic environment.
• Entrepreneurial spirit, teamwork, and creativity.