Model Validator

For de Volksbank in Utrecht Harvey Nash is looking for Model Validators

Startdate: 17-07-2023

Enddate: 29-12-2023

Number of hours per week: 36

We're looking for 2 validators regarding IFRS9 model for mortgages. Prior experience with model validation is required.

The model validator is responsible to independently validate the submitted model regarding its data, methodology, assumptions, implementation, development, testing and model use. Activities are to validate model documentation, perform model runs, organize Q&A sessions with model owner, developer team and model users. Using templates, the validator writes a model validation report to be approved by the Model Risk Committee.

- Contributing to validation of the IFRS9 model for mortgages and the credit risk stress test model, culminating in a validation report;
- Critically reflect on code, analyses, descriptions and other deliverables from 1st line stakeholders;
- Performing statistical analyses and drawing conclusions based on the results;
- Having dialogue sessions with internal stakeholders and come to agreement on findings;
- Writing a high-quality validation report substantiating findings and presenting it in the MGC for approval.