Model Validator (Credit Risk)
As a preferred supplier to one of our biggest financial organisations, I am seeking for a Model Validator for a 2-month contract in Netherlands.
Responsibilities:
Senior Consultant to support model validation activities within the areas of Interest Rate Risk in the Banking Book (IRRBB), Credit Spread Risk in the Banking Book (CSRBB), Internal Capital Adequacy Assessment Process (ICAAP/ICLAAP), and related Economic Capital (EC) models.
The assignment will focus primarily on the independent validation of Economic Capital models and methodologies, supporting a portfolio of ongoing validation engagements within a Model Risk Management environment.
Experience:
- Proven expertise in IRRBB, CSRBB, ICLAAP/ICAAP, and Economic Capital modelling frameworks, including Behavioural Models.
- Strong understanding of banking book risk management and related regulatory expectations.
- Demonstrated experience in model validation, model risk management, or independent quantitative review functions.
- Solid quantitative background with the ability to challenge model methodologies, assumptions, and results.
- Familiarity with validation governance, regulatory requirements, and industry best practices.
- Excellent analytical, communication, and stakeholder management skills.
Please apply with an updated CV, if interested or looking for a new opportunity as soon as possible.
Stefan Owusu-Francois
Recruitment Consultant
Gazelle Global Consulting
Tel: +31 (0) 85 009 05 68