A large bank in the Netherlands are growing their Model Risk Audit team, and a looking for specialized in Credit Risk Modelling to join them. In cooperation with the Model Development and Validation functions, you will deal with Model Risk Audits across different international teams and assess the AIRB models of the bank. This position is offering an exceptional career path and the opportunity to work with experts in your field.

RESPONSIBILITIES:
*Perform accurate and precise audits of Credit Risk Models regard to the bank's regulatory standards, and report them to senior management
*Engage in the validation and review of AIRB models as well as non-regulatory IFRS9 models.
*Provide detailed reports and reviews of the Credit Risk Modelling processes, and communicate them to stakeholders both in the front office and the Methodology team.
*Using your analytical skills, contribute to the continuous improvement of Credit Risk Modelling and analysis
*Cooperate closely with the Model Validation and Development team to ensure continuous improvement of industry techniques and developments of modelling technique.

REQUIREMENTS
*An advanced degree or equivalent in an Econometric, Mathematics, Physics, Finance.
*Minimum 4 years' experience in the model validation / development / audit team of a financial
institution
*Strong understanding and experience with AIRB models
*Very good knowledge of banking regulations
*Good programming knowledge in SAS / Python / Matlab / R