Senior Model Validator

Gresham Hunt are partnering with a European Banking organisation, hiring for a Senior Model Validation Manager, to be based within their locational hub in the Rotterdam Metropolitan area.

A Risk Management/Quantitative Model Validation background is required across a variety of areas; 

• Bank-wide Analysis and Quantification of Capital Usage: The team owns, develops, and uses the bank’s Economic Capital framework, supporting the business and business performance measurement, the internal capital adequacy assessment process (ICAAP), and reporting.
• Validation of Business Critical Models: You’ll validate all business-critical models within the bank, used for valuation, pricing, or risk assessment, like IRRBB, IFRS9, IRB models.
• Development and Maintenance of Policies and Standards: You’ll help develop and maintain the bank’s model risk-related policies and standards.

The Bank focuses on lending within Real Estate, Manufacturing, Asset Finance, Automotive and Retail Investments. 

The business as a whole have embraced a hybrid way of Working. This means they support working from home as well as encourage colleagues to come to the office 50% of the time. 

There is an excellent salary & package on offer for this role, dependent on experience.

Experience & Background requirements;

• Educational Background: A completed university degree in a quantitative subject, such as econometrics, mathematics or engineering.
• Work Experience: 3-5 years of hands-on experience in financial model validation or development.
• Regulatory Knowledge: Practical experience with regulatory requirements like BIS, EBA, CRD, IFRS.
• Technical Skills: Ability to work with a range of data modelling software, like Excel/VBA, SQL, Matlab, Python or R.
• Soft Skills: Effective communication and collaboration, eye for detail and a critical approach to both others’ work as well as your own.