Medior Risk Model Validator
Amsterdam Zuidas, Netherlands
Ayvens
We’re Ayvens, a global leader in sustainable mobility. And in a world that needs more intuitive and more sustainable ways of moving, we’re committed to making life flow better for all our customers, from large corporates to private individuals.At Ayvens, progress starts with you.
Our ambitions to shape the future of sustainable mobility are powered by our talent. Join us, and get better with every move.
You are responsible for:
For our Medior Risk Model Validator vacancy we are looking for a new colleague at our Amsterdam based office. The model validation team is responsible for performing all initial and periodic validations of the credit risk, asset risk, market risk, operational risk, liquidity risk and other risk models managed by Group Risk. The Model Validator operates independently of the model development team to ensure the objectivity of the validation process. The validation process covers the quantitative assessment of data, methodology, calibration and model use. The model validator also participates in the maintenance of the model risk related policies and standards.
Our ideal candidate has strong analytic skills as well as strong communication skills to communicate with a wide range of stakeholders. The following is a summary of responsibilities:
- Validation of new models and existing models in the domain of credit risk, asset risk, market risk, operational risk and other risk domains;
- Quantitative analysis on data used in the model and analysis of model performance;
- Assessment of model methodology;
- Replication of key results and reporting the model validation results;
- Manage a validation project in terms of timelines and deliverables;
- Verify if models are in line with internal model standards as well as external regulations/guidelines;
- Support junior validators.
Model validation acts as a centre of expertise by sharing knowledge on modelling, validation, model risk management and regulatory compliancy with all our stakeholders.
To succeed in this role, you have the following skills and experience:
- Preferred 3-5 years of work experience in model validation and/or quantitative analysis;
- Quantitative academic education in a relevant field like mathematics, statistics, econometrics or physics;
- Good knowledge of one or more of the following - statistics, financial mathematics, stochastic calculus and/or machine learning;
- Experienced in modern programming languages(e.g. Python,R);
- Participation in validation of regulatory models (ECB, EBA, CRD, IFRS);
- Good knowledge of regulatory requirements;
- Able to effectively communicate to a wide range of stakeholders;
- Able to work under high pressure;
- Strong analytic skills and advanced interpersonal and communicative skills.
Why Ayvens?
Subsidiary of the Société Générale group, specialized in the automobile financial services, Ayvens, born from the combination of ALD Automotive and Ayvens, is the leader of the Operational car leasing. Its range of services allows international companies to concentrate on their business line by delegating the financing, the management and the maintenance of their car fleet.
The financial holding company, AyvensS.A, is a regulated and listed institution and is responsible for the development of the group and of the supervision of its activities in 44 countries where it is implanted. It brings a technical support for subsidiaries thanks to its role of coordination and favors the creation of synergies between countries and regions.
Customers looking for partnership expect from their lessor to act as a trusted advisor to help them make the right fleet management and sustainable mobility choices. This need is booming in a context of stronger relationship commitments from our customers and car industry fast changes.
Join us on this exciting journey as we continue to enable the transformation towards large scale adoption of sustainable mobility and provide our customers with the solutions they need to succeed. Follow our page for the latest updates, news, and insights.
Join us!
If you have the right profile and experience, and would like to join Ayvens on its journey, do let us know why you are our new Medior Risk Model Validator!
Why Ayvens?
With over 3.4 million vehicles managed across more than 42 countries, we provide full-service leasing, flexible subscription services, fleet management services and multi-mobility solutions to customers of all sizes, including large corporates, SMEs, professionals, and private individuals. By leveraging our unique position to lead the way to net zero and further shape the digital transformation of the industry, we are well-positioned to meet the evolving mobility needs of our clients and provide them with the solutions they need to thrive.
At Ayvens, we believe that our success is driven by our commitment to customer satisfaction. Our team is dedicated to delivering innovative solutions and technology-enabled services that help our customers focus on their everyday business. We’re committed to sustainable mobility and have made it a core part of our strategy. In everything we do, we’re guided by the principles of authenticity, curiosity, commitment and collaboration. We aim to foster an organisation that's diverse in people and ideas, where everyone can thrive and be themselves, no matter who they are.
Join us on this exciting journey as we continue to enable the transformation towards large scale adoption of sustainable mobility and provide our customers with the solutions they need to succeed. Follow our page for the latest updates, news, and insights.
*ALD Automotive | LeasePlan are rebranding to Ayvens across all 42 countries by 2025.
* Salary range is an estimate based on our AI, ML, Data Science Salary Index 💰
Tags: Credit risk Econometrics Machine Learning Mathematics ML models Physics Python R Statistics
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