Description
Model Validator - IFRS9 - Utrecht
One of my clients is looking for an experienced Model Validator to work on a long term assignment based in Utrecht.
The assignment concerns assisting as a senior validator in the annual review of the IFRS9 models. Due to the impact of Covid-19 this year more emphasis will be put on identifying and understanding model limitations than on running back tests to assess model performance.
The validator should be sufficiently experienced on IFRS9 to draw conclusions from test outcomes with respect the models' sufficiency for use, resulting in a report that contains a clear advice to senior management on the suitability of the IFRS9 models.
The position requires participating in a bigger validation team consisting of internal staff. The candidate should possess IFRS9 knowledge to assess outcomes of the validation and the consequences for model use.
As a validator the person should have a healthy critical attitude, sufficient quantitative knowledge to be able to assess methodological soundness of developed models and of course in particular IFRS9 knowledge.
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