Senior Risk Model Developer Pillar 2

5 dagen geleden


Amsterdam, Noord-Holland, Nederland Hamilton Forte & Associates Voltijd
Ayvens is looking for a new colleague who can fill the position of Senior Risk Model Developer Pillar 2 at their Amsterdam based Headoffice. The Model Developer Pillar 2 works within a team on the development, implementation and monitoring of regulatory and business models. The role also supports the risk department by analysing data in order to detect portfolio trends which cause significant changes in capital or are not within the risk appetite. The ideal candidate is working with an outperforming drive and has an analysing and problem-solving mentality. Model Development:
Managing the model development projects and ensuring delivery of the model within the agreed timelines;
Development of the capital models under Pillar 2 (asset, banking models, exchange rate, strategic risk, concentration risk);
Development of the stress test models;
Development of IRRBB models;
Create model change calendar and manage model development projects;
Develop models according to the internal development standards and in line with the model governance framework;
Peer review and quality assurance of developed models;
Maintain the model standard for each model category (Asset Risk, IRRBB, Stress Test).
Analyse the model monitoring reports and identify potential issues;
Provide data requirements for implementation;
Analyse the model monitoring reports and identify potential issues;
7 years of work experience in developing Stress test models, IRRBB and/or Asset Risk models;
Excellent knowledge of statistics, econometrics, financial mathematics, stochastic calculus and/or machine learning;
Project management experience of model development for regulatory models;
Able to effectively communicate about model developments and model impact;
Experienced in statistical languages (e.g. SAS, R) or modern programming languages (e.g. Python);
Experience with data analytics, (pre) processing and data handling is preferred;
Subsidiary of the Société Générale group, specialized in the automobile financial services, Ayvens, born from the combination of ALD Automotive and LeasePlan, is the leader of the Operational car leasing. Its range of services allows international companies to concentrate on their business line by delegating the financing, the management and the maintenance of their car fleet.
The financial holding company, Ayvens S.A, is a regulated and listed institution and is responsible for the development of the group and of the supervision of its activities in 44 countries where it is implanted. Customers looking for partnership expect from their lessor to act as a trusted advisor to help them make the right fleet management and sustainable mobility choices.
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