Are you an experienced model validator with expertise in ALM models, IRRBB, valuation and pricing? Do you have experience working within corporate banking or finance sectors? If so, we want to hear from you. Our client is seeking a talented individual for the role of Model Validation Market Risk-IRRBB based at their office in The Hague.
Key Responsibilities:
- Validate market risk modelling strategies.
- Develop expert knowledge on financial products & instruments (focus on Interest Rate Derivatives)
- Perform independent reviews and validation reports that will be submitted externally
- Implementing changes/improvements after identifying deficiencies
Qualifications:
- Bachelor's degree/Masters/PhD qualification preferably Mathematics / Science related field
- Experience validating interest rate derivative models; either gained through consulting work or internal bank roles desirable.
- Proficiency using coding languages like Python/R/SAS are highly beneficial.
If you meet the requirements above and are interested in this exciting opportunity, please submit your application today. Our client offers a competitive salary and benefits package, as well as opportunities for career advancement within a dynamic and innovative international bank. For further information, please apply here or get in touch at: +4930166340768
