A leading European bank is looking to grow its model validation team by looking at lending models (IRB) and can be based anywhere in the EU with a preference for Holland.
Taking a leading role in performing high quality validations and reviewing validation work of models in the Model Inventory, including credit risk models, provisioning models and other models in the context of Enhanced Prudential Standards (EPS) regulation in the US.
Liaising and management of internal (model development, internal audit) and external stakeholders.
Validation model development and model review methodologies and procedures.
Monitoring of model risk throughout the model life cycle.
Model governance activities regarding maintenance of the Model Inventory and managing the Model Risk Committee meetings.
Managing the balance between quality of validation and the efficiency and effectiveness of the model development and governance processes.
Guiding several junior and medior validation consultants and assure their work quality and adherence to the validation standards.
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