Senior Model Validator

Posted 5 days 13 hours ago by Gresham Hunt

Permanent
Not Specified
Other
Zuid-Holland, Netherlands
Job Description

Job Title: Senior Model Validator

Location: The Hague, Netherlands


This is an opportunity to go beyond the numbers-to directly influence business strategy, engage with senior stakeholders, and contribute to key capital and risk frameworks in a bank that values innovation, collaboration, and ownership.


The Role

  • Validate key financial models (e.g. IRRBB, IFRS 9, IRB) used in pricing, valuation, and risk
  • Contribute to the development and enhancement of economic capital frameworks
  • Provide independent, respected insight to business units and senior stakeholders
  • Support regulatory reporting, ICAAP, and model governance
  • Help shape internal model risk standards and policies


What You Bring

  • A master's degree in a quantitative field (e.g., Econometrics, Mathematics, Engineering)
  • 3-5 years' experience in model validation or development
  • Strong knowledge of regulatory frameworks (e.g., BIS, CRD, IFRS)
  • Proficiency in Excel/VBA, Python, R, SQL, or Matlab
  • Detail-oriented with excellent analytical and communication skills


Why Join?

This organisation is mid-sized and mission-driven, with a dynamic culture that blends entrepreneurial spirit with real impact. You won't get lost in layers of hierarchy-you'll be empowered to take ownership and grow.


Here's what's on offer:

  • A flexible hybrid work model, including support for home office setup
  • Generous pension contributions and a competitive salary
  • 32 holidays per year (no need to register them)
  • Personal and professional development budgets
  • Excellent office facilities and wellness initiatives
  • A culture that values diversity, inclusion, and innovation
  • Unique career development pathways through tailored programs and cross-functional exposure