Senior Credit Risk Model Validation Expert (Finance)

TL;DR

Senior Credit Risk Model Validation Expert (Finance): Initial validation of new Internal Ratings-Based (IRB) mortgage models with an accent on regulatory interpretation and quantitative testing. Focus on ensuring validation outputs align with supervisory expectations and delivering high-quality regulatory reports.

Location: Amstelveen, North Holland

Company

Professional solutions provider since 2000, connecting skilled professionals with global players across Amsterdam and London.

What you will do

• Independently execute IRB mortgage model validation assessments with full autonomy.
• Provide expert support in advanced IRB modeling, quantitative testing, and regulatory interpretation.
• Perform thorough quantitative analyses to ensure model accuracy.
• Formulate clear, well-supported validation conclusions and findings.
• Deliver high-quality validation reports that meet strict regulatory scrutiny.

Requirements

• Senior-level expertise in regulatory IRB frameworks and credit risk modeling.
• Deep experience with IRB model validation methods and frameworks.
• Prior experience specifically focused on the validation or modeling of IRB mortgage models.
• Proven track record of navigating supervisory and regulatory expectations.
• Strong capability in driving complex quantitative testing and data translation.

Culture & Benefits

• High degree of professional autonomy, operating as an independent entrepreneur.
• Minimal supervision and trust in expertise.
• Opportunity to work within an international network of highly skilled professionals.
• Engagement with global players in the finance and risk sector.