НидерландыModel Risk Officer
2 дн. назад
НидерландыSenior
risk managementmodel validation
Build the second line model risk function to ensure trust in credit, IRRBB and capital models before use.
Обязанности
- Credit, IRRBB and capital models sit at the heart of how a bank measures its own risk. already uses models in day to day processes, but nobody challenges them independently from a second line perspective yet. As Model Risk Officer, you'll help build the second line model risk function that gives , and its regulator, confidence that models can be trusted before they're used.
- This is a true 0 to 1 role. isn't a bank today, so there's no model risk framework, validation methodology or model inventory to inherit. You'll design the policy, validation approach and governance from scratch, starting with the credit, IRRBB and capital models already in design for our future capital and liquidity planning. Your work feeds into our licence application and, once authorised, into how we manage model risk every day.
- You'll also work with our Machine Learning team and the Domains already deploying models, so you can shape how we manage model risk today, not just in a banking future. Your challenge and sign off will be visible to senior leadership, audit and, eventually, our regulator. As grows and matures its model risk management, your scope grows from building the framework to running an ongoing model risk cycle.
Требования
- Around 5 to 7 years of experience in model risk management or model validation within a bank, preferably across at least one of credit, IRRBB and capital models.
- Solid working knowledge of ECB model risk expectations and how model validation should be structured and evidenced.
- Comfort building a model risk framework and validation approach from the ground up. You're excited to write the first playbook.
- Strong quantitative skills to critically assess model methodology, assumptions and performance, and the discipline to document your findings so others, including a regulator, can follow them.
- The ability to explain model limitations and validation findings to model owners and senior stakeholders, and the confidence to hold your ground under challenge.
- Genuine curiosity about how AI can speed up the parts of model validation that don't need a human, so more of your time goes toward judgement and challenge.
Другое
- Since 2004, we've had one clear goal: to make payments and money management effortless for every business in Europe.
- Today, more than 250,000 companies use to get paid, manage money and grow, with products designed to be simple, scalable, and dependable.
- With 950+ Mollies across 14+ locations, we care deeply about autonomy and craft. So we work in small teams, with real ownership, and we trust you to make the right decisions.
- We're building for the long term, so we provide the tools you need, processes you can rely on, and a balanced work environment to help you do work you're proud of.
- Sound like your kind of place? Let's build together.
- Build and own 's model risk management framework and policy, including model risk appetite, validation standards and the model risk lifecycle.
- Set up and maintain the model inventory for credit, IRRBB and capital models, with materiality and risk tiering for each.
- Coordinate independent second line validation and challenge before models are used, including credit risk and ECL, IRRBB, and Pillar 1 and Pillar 2 capital models.
- Design the ongoing monitoring and re-validation cycle with the Machine Learning team, covering performance testing, limitation tracking and re-validation triggers.
- Partner with model owners in Credit Risk and Treasury ALM, and coordinate within the second line Risk function, so model risk challenge is built into the wider risk and capital frameworks.
- Coordinate clear, well documented validation reports and model risk information that stand up to scrutiny from DNB/ECB, external auditors and internal audit.
- At , growth is personal. We believe everyone should have the chance to develop their skills, explore new challenges and shape their career on their own terms.
- You'll get regular feedback and performance reviews to support your development, with fair and transparent salary reviews along the way. Many Mollies move into new roles or take on new projects to stretch themselves, and we actively hire from within to help you take the next step.
- No matter if you're aiming for promotion, exploring a different career path or building new skills, you'll be supported with the tools, trust and opportunities to grow your way.
- If you're excited by the idea of building what's next, for yourself and for thousands of businesses across Europe, we'd love to hear from you. Apply with your CV (in English) using the form below.
- Want a peek behind the scenes? Check out what life at is really like.
- We believe in Always Be Shipping, and AI brings that philosophy to life across every team, every role, every day.
- AI is core to how we build. It helps us move faster, simplify work and make smarter decisions, creating real impact for the businesses we serve. We're looking for people who are excited to use AI to shape the future of finance with us.