Model Risk Officer
Full-timeEngelstalig
Over de functie
Mollie is looking for a Model Risk Officer to establish and own the model risk management framework. You will work closely with credit risk, treasury, and machine learning teams in Amsterdam.
Wat ga je doen
- Build and own model risk management framework and policy
- Set up and maintain model inventory for credit, IRRBB and capital models
- Coordinate independent second line validation before model use
- Design ongoing monitoring and re-validation cycle with Machine Learning team
- Partner with model owners in Credit Risk and Treasury ALM
- Coordinate validation reports and model risk information for regulators and auditors
Wat je meebrengt
- 5 to 7 years experience in model risk management or model validation at a bank
- Working knowledge of ECB model risk expectations
- Comfortable building model risk framework from scratch
- Strong quantitative skills to assess model methodology and performance
- Ability to explain model limitations to stakeholders and hold ground under challenge
- Curiosity about using AI to speed up model validation
Wat je krijgt
- Regular feedback and performance reviews
- Fair and transparent salary reviews
- Opportunities to move into new roles or projects
- Internal hiring for career growth
Over Mollie
Mollie is a payment service provider based in Amsterdam.
Samenvatting door Personeel.com. De volledige vacaturetekst en het sollicitatieformulier staan op de website van Mollie (jobs.ashbyhq.com); met Solliciteer ga je er direct heen.
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