Model Validator

Summary: 

NIBC is seeking a dedicated and detail-oriented model validator/developer to join our multi-cultural team.

Job Description:

What will you do?

You’ll interact intensively with all departments of the bank, providing your assessment of methodologies and their implementation. For this purpose, you’ll need to understand the business, and you’ll be in direct contact with the business and other risk teams. Your opinions will be valued, and your recommendations will be followed by model owners and the business. 

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

Model validations: You will be exposed to all business-critical models within the bank, in particular to those used for valuation, pricing, IRRBB, FTP, RAROC;

Development and maintenance of policies and standards: You will help develop and maintain the bank’s model risk-related policies and standards.

Your team

As a model v...