Model Validator Capital and ALM | StartersVacatures.be
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RabobankModel Validator Capital and ALM

Application deadline 14-09-2015
Category

Banking

Finance

...
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Level
WO
Location
Utrecht
Deadline:
14-09-2015 (For Past)
Category:

Banking

,

Finance

Level:
WO
Location:
Utrecht
Start date:
-
14-09-2015
Deadline
Past
View all Graduate jobs from Rabobank

The position

As Model Validator you are responsible for the review of models based on current regulation, replicating model outcomes, challenging model assumption and report the validation findings in a clear and concisely way. You will present your opinion to model owners and senior management and work closely together with the different modelling departments within the Rabobank. You will promote effective model development, use and validation practices and work on automated solutions for routine validations. The models we validate in the Capital and ALM (CALM) team are used for measuring and managing risk through limits and controls, for calculating regulatory and economic capital or for stress testing.

Risk types include Interest Rate Risk (Equity-at-Risk, Income-at-Risk, Behavioral models), Market Risk (VaR-type, Stressed VaR, IRC, CVA), Operational Risk (AMA), Stress Testing (ILAAP, ICAAP, EBA) and Economic capital models and RAROC

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Our department

Within Rabobank Risk Management, the Model Validation department is responsible for the verification that models are performing as expected, in line with their design objectives and business uses. 

The Model Validation department consists of teams for Credit, Capital and ALM, Pricing and Model Governance. The teams work together closely. Currently the Capital and ALM team is formed by six highly educated validators. Important stakeholders are DNB, ECB and other regulators, the Model Governance Committee and all modelling departments within Rabobank.

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Your profile

  • You have a Master or PhD in Mathematics, Econometrics or related field and you have programming experience in e.g. R, Matlab, SAS, C#, SQL or similar;
  • You have excellent communication, writing & reporting skills in English;
  • You are analytical strong, a team player and result driven;
  • Modelling or validation experience in a financial institution is a plus.
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What we offer

  • Rabobank offers a competitive salary and fringe benefits 
  • Your salary depends on your education, knowledge and experience
  • An inspiring international work environment with enthusiastic professionals.
  • The opportunity to broaden your knowledge and understanding of our business and create exposure to multiple disciplines, both in Utrecht and in other locations
  • The possibility to work on (personal) development /education in order to grow to other positions within our Rabobank organisation
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Apply

Are you interested in this position? Please apply by using the button “apply here” below and send your motivation letter and detailed CV in English to Jindra Vink (Recruiter).

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Working at Rabobank

Branche
Banking/Finance
Number of countries
48
Headquarters Holland
Utrecht
Employee abroad
60000
Employee in NL
32000