Senior Internal Auditor - Model Risk
BH-11214-2
Posted: 18/10/2024
- €65,000-€75,000 per annum
- Amstelveen noord, Netherlands
- Permanent
Senior Model Risk Auditor
Location: Amsterdam, Netherlands
Salary: up to €75K, plus benefits & bonus
A great opportunity for a Senior Model Risk Auditor to join a leading Banking organisation based in Amsterdam, Netherlands.
As a Senior Model Risk Auditor, you will be responsible for:
Ideally you will have the following skills set:
What this position can offer you:
Please apply now to find out more !
Location: Amsterdam, Netherlands
Salary: up to €75K, plus benefits & bonus
A great opportunity for a Senior Model Risk Auditor to join a leading Banking organisation based in Amsterdam, Netherlands.
As a Senior Model Risk Auditor, you will be responsible for:
- Performing Audits and developing the Audit strategy globally related to Model related matters, and thereby adding value to the organization.
- Leading on Model related topics whilst delivering key messages to auditees and senior management.
- Applying well-known validation and test techniques for both regulatory (e.g. AIRB, VaR/Expected Shortfall) and non-regulatory models (e.g. credit decision, pricing/valuation, IFRS, machine learning).
- Developing and building relationships with other teams within the Model Risk department. This includes: model development, model validation, model measurement, and analytics departments.
Ideally you will have the following skills set:
- Have a minimum of 5 years experience of which at least 4 years of relevant work experience within a major bank, financial institution, consultancy firm or university.
- A good understanding of internal audit processes, including identifying and evaluating key risks and process controls, setting the audit scope and developing audit testing.
- preferably, have good programming skills in e.g. Python/ R / Matlab / SAS.
- Keen in exploring many aspects of financial modelling.
What this position can offer you:
- Competitive salary between, €65K - €75K
- Pension scheme
- 13th month salary
- Individual Savings Contribution (BIS), 3.5% of your gross annual salary
- 8% Holiday payment
- Personal growth and challenging work with endless possibilities
- An informal working environment with innovative colleagues
Please apply now to find out more !
Yasmin Wilks
Senior Consultant