9 дней назад
Risk Model Oversight Expert (Credit Risk)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Risk Model Oversight Expert (Credit Risk) (IRB/IFRS 9): Overseeing regulatory credit risk model changes, investigations, and on-site inspections at Group level with an accent on model risk, statistical analysis, and supervisory requirements. Focus on challenging model development decisions, coordinating ECB and auditor engagements, and assessing complex credit risk methodologies across the model lifecycle.
Location: Amsterdam, Netherlands; hybrid work
Company
is an international bank group with a Group-level center of expertise for regulatory credit risk models and supervisory inspections.
What you will do
- Oversee changes to regulatory credit risk models and rat systems across global and local IRB and IFRS 9 models.
- Provide advisory and quality-assurance reviews for Internal Model Investigations and on-site inspections.
- Coordinate supervisory submissions, presentations, and responses to questions.
- Manage senior internal and external stakeholders across the end-to-end credit risk model lifecycle.
- Represent in regulatory discussions with the ECB, external auditors, and supervisory authorities.
Requirements
- Master’s degree and 6–12 years of experience in credit risk modell, supervision, or a closely related field.
- Hands-on expertise in credit risk modell with strong statistical and quantitative knowledge.
- Practical understand of IRB and IFRS 9 frameworks, policy implications, and regulatory requirements.
- Ability to assess and manage model risk across the full regulatory credit risk model lifecycle.
- Knowledge of capital requirements regulation, credit risk policies, and model risk frameworks.
- Clear communication skills for engag with senior stakeholders, supervisory authorities, and external auditors.
Culture & Benefits
- Hybrid work in an informal environment with international and innovative colleagues.
- 25–28 vacation days depend on the contract.
- Pension scheme, 13th-month salary, and 8% holiday payment.
- Personal growth opportunities and challeng Group-level work.
hirify.global-process">Hir process
- Submit a CV and motivation letter through the application process.
- Contact the recruiter attached to the advertisement for questions.
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