Model Risk Audit Manager

Model Risk Audit Manager
Location: Amsterdam, Netherlands
Salary: up to €90K, plus benefits & bonus

A great opportunity for a Model Risk Audit Manager to join a leading Banking organisation based in Amsterdam, Netherlands.

As a Model Risk Audit Manager, you will be responsible for:

• Performing Audits and developing the Audit strategy globally related to Model related matters, and thereby adding value to the organization.
• Leading on Model related topics whilst delivering key messages to auditees and senior management.
• Applying well-known validation and test techniques for both regulatory (e.g. AIRB, VaR/Expected Shortfall) and non-regulatory models (e.g. credit decision, pricing/valuation, IFRS, machine learning).
• Developing and building relationships with other teams within the Model Risk department. This includes: model development, model validation, model measurement, and analytics departments.

Ideally you will have the following skills set:

• Have a minimum of 5 years experience of which at least 4 years of relevant work experience within a within a major bank, financial institution, consultancy firm or university.
• A good understanding of internal audit processes, including identifying and evaluating key risks and process controls, setting the audit scope and developing audit testing.
• preferably, have good programming skills in e.g. Python/ R / Matlab / SAS.
• Keen in exploring many aspects of financial modelling.

What this position can offer you:

• Competitive salary between, €85K - €90K
• Pension scheme
• 13th month salary
• Individual Savings Contribution (BIS), 3.5% of your gross annual salary
• 8% Holiday payment
• Personal growth and challenging work with endless possibilities
• An informal working environment with innovative colleagues

Please apply now to find out more !