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Model Validator
Eingestellt von Michael Bailey Associates - Amsterdam
Gesuchte Skills: Client
Projektbeschreibung
As a model validator, your key responsibilities are:
- Technical review of risk models, including performing own quantitative analyses.
- Delivering high quality validation reports (read by eg senior management, CRO staff, DNB and other local regulators).
- Preparing (parts of) reports for the Executive Board, CRO staff etc.
- Participating in/representing MV in relevant meetings.
Your model scope is:
- Credit Risk models, ie Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models
- Market Risk Models
- Stress Testing framework
- Country Risk models
I would like to hear from you soon!
Regards
Christian EnsingMichael Bailey International is acting as an Employment Business in relation to this vacancy.
Projektdetails
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Einsatzort:
Amsterdam, Niederlande
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Projektbeginn:
asap
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Projektdauer:
3 months+
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung