Model Validator

Recruiter
Gazelle Global Consulting
Location
England
Salary
70.00 - 75.00 EUR Hourly
Posted
16 Oct 2020
Closes
30 Oct 2020
Sector
Accountancy
Contract Type
Contract/Interim
Hours
Full Time

Model Validator - 5 month contract

The goal of the project is to assess whether a set of newly developed AIRB models for Corporate exposures are methodologically sound and fit for purpose.

Requirements:

  • The candidate should be sufficiently knowledgeable of the applicable regulation (eg, CRR, TRIM guide, EBA guidance) and should have experience in the development or validation of Corporate AIRB models.
  • Involvement in TRIM onsite investigations would be advantageous.
  • The position requires bringing in an outside-in view to a validation team consisting of internal staff.
  • The candidate should be able to guide junior team members.

As a validator the person should have a healthy critical attitude and good communication skills. The work location is Utrecht, the Netherlands. However in light of the CoVID-19 pandemic most of the work will be done remotely.

Still, at the start of the project you will have to collect a badge and reader in the head office. Please follow the Government instructions with respect to travelling etc.

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