Credit Risk Model Validator, Amstelveen

We are looking for… A Senior Credit Risk Model Validation Expert to support our client’s internal validation function with the initial validation of new Internal Ratings-Based (IRB) mortgage models.

About the role As a Senior Validation Expert, you will independently validate IRB models while retaining full autonomy over the execution of your work. You will operate as an independent entrepreneur, bringing advanced expertise to ensure all validation outputs align seamlessly with supervisory expectations.

You will:

Provide expert support to the internal team in advanced IRB modeling, quantitative testing, regulatory interpretation, and validation methods.

Execute thorough validation assessments and quantitative analyses.

Formulate clear, well-supported validation conclusions and findings.

Ensure the timely delivery of high-quality validation reports that meet regulatory scrutiny.

Responsibilities

Independent execution of IRB mortgage model validation assessments.

Application of robust validation methodologies and regulatory frameworks.

Documenting comprehensive validation findings, limitations, and conclusions.

Who are you? Experience

Proven, specialized senior-level expertise in regulatory IRB frameworks and credit risk modeling.

Deep experience with IRB model validation methods and frameworks.

Prior experience specifically focused on the validation or modeling of IRB mortgage models is highly preferred.

Relevant experience navigating supervisory and regulatory expectations is highly preferred.

Profile

Analytical expert capable of driving complex quantitative testing.

Independent professional who thrives with high autonomy and minimal supervision.

Strong communicator able to translate complex data and regulatory requirements into clear validation documentation.

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