Oversee model risk management throughout the entire model lifecycle, ensuring appropriate model quality, regulatory compliance and alignment with business insights and requirements
Lead and execute model validations, ensuring compliance with regulatory requirements and internal standards
Build and maintain strong relationships with a wide range of stakeholders, including business representatives, 1LoR, and 2LoR risk management partners
Ensure balanced reporting and accuracy and quality of model validation reports, providing actionable feedback and recommendations for improvement
Requirements
Hold a Master’s or PhD degree in a quantitative discipline (e.g., Mathematics, Econometrics, Finance)
Have 3+ years of experience in banking and quantitative risk management, preferably with exposure to Financial Markets and/or Treasury models
Demonstrate strong leadership, collaboration, and stakeholder management skills
Have a strong understanding of regulatory frameworks and compliance requirements related to model risk management in the financial services industry
Communicate clearly and persuasively, translating complex and technical topics into understandable messages for diverse audiences
Exhibit adaptability and a proactive problem‑solving mindset
Have excellent English communication skills, both in writing and in oral communication.
Benefits
Gross monthly salary between € 4.931 and € 7.043 (scale 09)
Thirteenth month's salary and 8% holiday allowance
10% Employee Benefit Budget
EUR 1,400 development budget per year
Hybrid working: balance between home and office work (possible for most roles)
A pension, for which you can set the maximum amount of your personal contribution