Opdrachten

Rabobank Credit Model Validator

Credit Model Validator

Info

Functie

Credit Model Validator

Locatie

Utrecht

Uren per week

36 uren per week

Looptijd

29.02.2024 - 30.10.2024

Opdrachtnummer

154600

Sluitingsdatum

date-icon04.03.2024 clock-icon12:00
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Rolomschrijving en taakafspraken

2 FTE
SD: z.s.m.
ED: 31-10-2024
Voertaal: Engels
Kennis van de Nederlandse taal is niet vereist

Harde eis voor deze aanvraag: Kandidaten moeten ervaring hebben met kredietrisico modellen en het valideren of het ontwikkelen daarvan. Tevens dienen zij kennis te hebben van de toepassing zijnde regelgeving.

For an initial validation project we are looking for two validators. One of the validators should have at least 5 years of relevant work experience and the other one at least 2 years. The goal of the project is to assess whether a set of newly developed AIRB models for Corporate exposures are methodologically sound and fit for purpose.

The candidates should be sufficiently knowledgeable of the applicable regulation (e.g., CRR, TRIM guide, EBA guidance) and should have experience in the development or validation of Corporate AIRB models in particular CCF models. The candidates should furthermore possess knowledge of the Corporate financing process at a sufficient level to assess outcomes of the validation and the consequences for model use.

The timelines are as follows:
- March to May: Preparation phase (setting up scripts, performing risk assessment, drafting validation plan)
- May/June to September: Execution phase (performing test, discussing the results and drafting the report)
- October: Finalisation phase (discussing action plans)

The position requires bringing in an outside-in view to a validation team consisting of internal staff. The candidate should be able to guide junior team members. As a validator the person should have a healthy critical attitude and good communication skills. During the execution phase presence is required. Earlier involvement in previous validation projects is appreciated.

Bedrijfsgegevens

Bedrijfs gegevens

Rabobank

Rolomschrijving en taakafspraken

2 FTE
SD: z.s.m.
ED: 31-10-2024
Voertaal: Engels
Kennis van de Nederlandse taal is niet vereist

Harde eis voor deze aanvraag: Kandidaten moeten ervaring hebben met kredietrisico modellen en het valideren of het ontwikkelen daarvan. Tevens dienen zij kennis te hebben van de toepassing zijnde regelgeving.

For an initial validation project we are looking for two validators. One of the validators should have at least 5 years of relevant work experience and the other one at least 2 years. The goal of the project is to assess whether a set of newly developed AIRB models for Corporate exposures are methodologically sound and fit for purpose.

The candidates should be sufficiently knowledgeable of the applicable regulation (e.g., CRR, TRIM guide, EBA guidance) and should have experience in the development or validation of Corporate AIRB models in particular CCF models. The candidates should furthermore possess knowledge of the Corporate financing process at a sufficient level to assess outcomes of the validation and the consequences for model use.

The timelines are as follows:
- March to May: Preparation phase (setting up scripts, performing risk assessment, drafting validation plan)
- May/June to September: Execution phase (performing test, discussing the results and drafting the report)
- October: Finalisation phase (discussing action plans)

The position requires bringing in an outside-in view to a validation team consisting of internal staff. The candidate should be able to guide junior team members. As a validator the person should have a healthy critical attitude and good communication skills. During the execution phase presence is required. Earlier involvement in previous validation projects is appreciated.

De recruiter

Walter Londema

HeadFirst

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