Model Risk Audit Manager

  • €90,000-€95,000 per annum
  • Amsterdam, Netherlands
  • Permanent
Model Risk Audit Manager
Location: Amsterdam, The Netherlands
Salary: €90K - €95K + benefits & bonus

A great opportunity for a Modelling Audit Manager to join the Modelling team of a leading Banking Organisation based in Amsterdam!

As a Model Risk Audit Manager, you will be responsible for:

  • Leading complex Audits focused on the methodologies and assumptions of models across, Market Risk, Credit Risk and Counterparty Credit Risk.
  • Collaborating and building relationships with stakeholders across multiple business areas to ensure effectiveness.
  • Adding value to the organisation by embracing continuous improvement and supporting change initiatives
  • Motivating, developing, and collaborating to increase performance

Ideally, you will have the following experience:

  • Analysis and modelling of market and credit risk, Value at Risk (VaR) and generic risk measures such as Greeks and stress testing;
  • Other banking capital modelling techniques including concentration risk, interest rate risk in the Banking Book, modelling of risk in pension schemes;
  • Requirements thereof (PD, LGD & EAD), credit provision modelling techniques;
  • Skills within statistical analysis and qualitative techniques for developing and validating models
  • Skills within Credit risk modelling, regression based models, retail credit risk scorecards.

What is this position will offer you:
  • Competitive base salary between €90K - €95K
  • Industry leading benefits package
  • 30 days holiday (excluding public holidays)
  • A great company culture which is focused on growth and development

Apply now, to find out more !
Yasmin Wilks Senior Consultant

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