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Senior Model Validator - NIBC Bank N.V.

Locatie: The Hague

Why would you want to work for NIBC’s Risk Analytics & Model Validation?
Being a model validator at NIBC will give you substantial responsibilities and direct exposure to senior management. You will have a direct impact on both the bank and its clients. This is a unique opportunity for being at the heart of a dynamic bank, where your analytical skills will be highly valued.

Furthermore, we nurture our entrepreneurial and inventive culture by providing modern devices and flexible working spaces. You can therefore work where and when your performance is best. In this way you will have the opportunity to create an optimal work-life balance for yourself.

The Risk Analytics & Model Validation team works on analytical/quantitative risk projects and participates in risk assessment processes. As part of this team you will have:

  • A central role in the organization, with exposure to all business units of the bank and senior management
  • The opportunity to make your voice heard, as stakeholders will listen to your opinion and follow your recommendations
  • The opportunity to make a difference, where you can see the direct impact of your work. This is the benefit of working in a smaller dynamic firm, where you will work on a complete stream, rather than on a tiny piece of a huge complex puzzle, as you would in a big corporation.
  • A collegial environment where you can grow in and learn from the diverse experience of team members. You will be a member of a diverse international team, where collaboration and teamwork are at its core.
  • In addition to excellent (financial) employment conditions you will have ample development opportunities. NIBC is keen to help employees reach their full potential and you will be at the very centre of your own growth.

What will you do?
As a team member you will be exposed to almost all financial products in the bank through the most important models. You will have intensive interactions with all departments of the bank and provide support for, among others, transaction modelling, pricing and risk assessment.

To be able to assess risks or model transactions and to be able to analyse financial models, you will have to understand the business. As such, you will work directly with the business and other risk teams. You will convey the results of your analyses in a clear and convincing manner, so that the ensuing recommendations are dully followed by model owners and business.

You will have the opportunity to further develop NIBC’s Economic Capital framework by ensuring appropriate ongoing risk modelling of all the risks in the bank.

You will be second in line in the team, the go to expert on regulatory requirements for models and you will be responsible for coaching junior members of the team.

Within Risk Management, the Risk Analytics & Model Validation team is responsible for the following activities:

  • Validation of all business critical models within the bank. Particular attention is given to the IRB and IFRS9 models.
  • Bank-wide analysis of capital usage. The team is the owner, developer and user of the bank’s Economic Capital framework and supports the business and business performance measurement, the internal capital adequacy assessment process (ICAAP) and reporting to DNB.
  • Development and maintenance of the bank’s model risk related policies and standards.

Who are we looking for?

  • A completed university degree in subjects such as econometrics, mathematics or engineering
  • 8 to 12 years of experience with financial model development and/or validation
  • Knowledge and practical experience with regulatory requirements (BIS, EBA, CRD, IFRS)
  • Ability to work with a range of data modelling software (Excel, VBA, Matlab)
  • Good analytical and communication skills
  • An eye for detail and a critical approach to both others’ work as well as your own
  • Be self-starting and able to work independently
  • A flexible attitude and ability to work in a dynamic vibrant environment
  • Entrepreneurial spirit, teamwork and creativity

Our purpose is to make a difference at decisive moments for our clients. The inventiveness of our solutions often determines our ability to do this. And inventive ideas arise from diverse teams. We are therefore looking for people with different profiles and who want to contribute to the openness and inclusiveness of our culture. To increase our professionalism we also focus on giving each other continuous feedback. A high performance culture can only be sustained with talented individuals who are always ready to take the next step to grow. See also: https://www.nibc.com/about-us/our-purpose-and-corporate-values/

Application/Further information
Applications can only be submitted through our website. The 'apply' button will take you directly to the Quick Apply page. Here you can upload your CV. The system immediately extracts the necessary information from your CV. Please note that further on in the application form you will have the possibility to upload more documents. Don't forget to add your motivation letter. Instead of a motivation letter you can choose to make a 2-minute video outlining your motivation. An assessment may be part of the application procedure.

Location:
The Hague

Information and application:

Apply:

Please send your application for Senior Model Validator at NIBC Bank N.V. in The Hague including your CV via our website.

Job posted

27 juni 2019
Apply Now

More information:

For more information about the position, please contact Victor Popa via victor.popa@nibc.com. For more information about the procedure, you may contact our HR Infodesk at askhr@nibc.com.

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Contactgegevens

CareerGuide

Transistorstraat 7
1322 CJ Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Nienke Smit   Pieter Lammers
Nienke Smit
n.smit@careerguide.nl
06-41454957
  Pieter Lammers
p.lammers@careerguide.nl
06-41454956
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