Key Facts

Remote From:

Netherlands

Full time

English

Hard Skills

Model Validation Credit Risk Modeling Model Building Python (Programming Language)

Other Skills

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Team Leadership
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Critical Thinking
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Communication

Roles & Responsibilities

Solid knowledge of CRR, EGIM, and RTS regulations.
Experience in development or validation of Corporate AIRB models (credit risk).
Preferably experience with TRIM onsite investigations; Python programming is advantageous.
Strong communication skills, ability to guide junior team members, and a critical, analytical mindset.

Requirements:

Conduct validation and challenge of newly developed AIRB models for Corporate Specialized Lending exposures (Income Producing Real Estate) to assess methodological soundness and fitness for purpose.
Apply regulatory and methodological expertise (CRR, EGIM, RTS) to ensure model compliance and robustness.
Collaborate with and mentor junior team members; participate in TRIM onsite investigations where applicable.
Communicate validation findings effectively to stakeholders and contribute to ongoing improvements in model development and validation processes.

Macee

About Macee

MACEE optimises the entire spectrum of HR processes through innovation, clear agreements, and thinking with suppliers, candidates and customers. Our services include Secondment, Vendor Management and Contract Management.Project-based and temporary work has become a necessity in the current economy. However, sourcing staff to carry out this work is often too cumbersome for companies. As a result, time and energy are wasted on the recruitment process, for example: in the processing of applications.Macee offers an alternative solution to their partners, meaning applications and contractual issues can be completed and processed much faster. Macee provides support to various business units, and purchasing and human resources departments when it is needed, with a rapid deployment process that is free of unnecessary chains.Macee is recognized sponsor and Certified ISO9001:2008 & NEN4400

Company type: SME

Industry:

Founded: 2018

Company size: 51 - 200

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Job description

For an initial validation project we are looking for 3 validators who can perform a validation project involving an IFRS9 model for credit risk portfolios. The goal of the project is to assess whether a set of newly developed AIRB models for Corporate Specialized Lending (specifically Income Producing Real Estate) exposures are methodologically sound and fit for purpose.

The candidate should be sufficiently knowledgeable of the applicable following regulation ( CRR, EGIM, RTS) and should have experience in the development or validation of Corporate AIRB models.

Preferably:

Has experience with TRIM onsite investigations (either on the Institution's side or the Central Bank's side).
Experience with Python is advantageous.
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.
Should be able to guide junior team members.
Should have a healthy critical attitude and good communication skills.

We would like to receive a motivation showing the required competencies.

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