Model Validator

For our client in Utrecht we are looking for external capacity to assist in carrying out the validation of the Regulatory Capital PD and LGD models, including Margin of Conservatism.

We are looking for someone with

-banking experience
-strong analytical capabilities
-knowledge of credit risk modeling and regulations
-an academic degree in mathematics, physics, economics, Actuarial science etc.
-strong knowledge of Matlab and SQL
-good communication skills

The full-time assignment will take place from June 2021 to the end of August 2021, with a possible extension of 2 or 3 months.