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Modelling Audit (Market Risk) Specialist

Apollo Solutions
£100,000 - £105,000 + Benefits
Closing date
22 Oct 2023

Job Details

Market Risk Modelling Audit Specialist
Amsterdam, The Netherlands
€100K – €105K + Industry Leading Benefits

A leading Banking organisation based in Netherlands, is currently searching for a Market Risk Modelling Audit specialist to join their wider Model Risk Audit division.

As a Market Risk Modelling Audit specialist, you will be responsible for:

  • Leading Audits related to IMM models such as VaR, Stressed VaR, IRC and CRM models in the market risk space, Contributing to all the initiatives within market risk, across a range of asset classes given asset class (IRFX, Credit / Repo, Equity / Commodity).
  • Leading Audit methodology projects whilst considering stakeholder interests, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance processes
  • Contributing to the quality assurance processes surrounding risk measurement including back-testing and the VaR Adequacy (P&L Explain) process; cooperate with the risk model validation teams in the review and approval of risk models;

Ideally, you will have the following experience:

  • Market Risk Modelling experience from either a Banking Book or Trading Book perspective
  • A strong understanding of Audit Methodology.
  • Practical knowledge of derivatives, their risk drivers and the models used to price them; sound understanding of stochastic processes and their application to risk factor simulations;
  • Design and implementation of quantitative models, using C# or C++ in a source-controlled environment

What they can offer to you:

  • Base salary between €100K - €105K
  • Industry leading benefits package
  • Career progression and learning opportunities
  • Varied position which will allows you to focus on the topics that you are interested in

Sounds like you? Please send across your updated CV, and we can arrange a confidential conversation to discuss this in more detail.


Headquartered in London and with satellite offices in New York and Amsterdam, Apollo Solutions is a market-leading recruitment business specialising in two core sectors: Corporate Governance & Technology. It is what we know, and we do it well.

For over a decade, we have been successfully providing bespoke talent solutions globally, building partnerships that last. Whether you are a candidate or a client, we aim to provide the best possible service using our strong industry network, market knowledge and consultative, personalised approach.

We offer Permanent, Contract and Executive Search staffing solutions across:

  • Corporate Governance: Audit, Risk, Compliance, Forensic Accounting, Valuations & Economics Technology: Cybersecurity, Data & Analytics, Software, DevOps, Infrastructure & Cloud

Whether you are looking to grow your team, or find the right fit for your career ambitions, we are there with you every step of the way. After all, our success comes from your success.

Get in touch now and find out how we can work together!

Company info
+44(0)20 3167 3167
8 Devonshire Square
United Kingdom

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