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.
- 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.