Lead Model Validation Non-Credit Risk

Take the lead in strengthening non-credit risk model validaton and governance in a bank with real societal impact!

What will you do?

As Team Lead Model Validation Non‑Credit Risk, you will work within the independent model risk/validation function and lead a team of model validators focused on ASN Bank’s non‑credit risk model landscape. This includes Anti‑Financial Crime (AFC) models (such as transaction monitoring and alerting), Balance Sheet Management / ALM models (including IRRBB and CSRBB), Financial Markets and pricing models, AI/ML models, and other models outside Credit Risk.

Together with your team, you ensure demonstrable model quality, sound governance, and compliance with internal frameworks and (inter)national regulations. You act as a sparring partner for senior stakeholders (Risk, Compliance, Finance, AFC, Treasury/ALM, Financial Markets, Data/IT) and safeguard the independent position of model validation. You report hierarchically to the Director Model Risk Management and have a functional reporting line to the Team Lead Model Validation Credit Risk, who also fulfils the role of Head of Model Validation.

Your responsibilities

• Leading the Non‑Credit Risk validation team, including planning and prioritization, coaching on quantitative methods and expert judgement, and ensuring consistent quality and continuous development.
• End‑to‑end responsibility for independent validations of non‑credit risk models, including challenging assumptions, methodologies, data, implementation and usage.
• Developing and safeguarding the non‑credit risk validation framework and ensuring compliance with internal and external regulatory standards.
• Delivering clear validation conclusions, following up action plans, monitoring model risks and reporting to committees and senior management.
• Stakeholder management: acting as a trusted partner, while maintaining independence and escalating when needed.
• Continuous improvement of the validation process, tooling, documentation and alignment across model domains.

Your qualities

• A Master’s degree or PhD in a quantitative discipline such as Econometrics, Mathematics, Statistics, Physics, Quantitative Finance or Data Science.
• At least 8–10 years of relevant experience in model validation and/or modelling within a financial institution, preferably in one or more non‑credit risk domains.
• 3–5 years of experience leading or coaching professionals and managing planning, quality and stakeholder expectations.
• Strong quantitative and analytical skills, including experience with validation techniques, risk judgement and decision support. Affinity with AI/ML explainability and monitoring is a plus.
• Experience with MATLAB, Python and SQL.

About ASN Bank

ASN Bank is an accessible and forward-looking bank with an eye for people, society, and the future. We sustainably contribute to financial solutions for our customers while addressing Dutch societal issues. We pay particular attention to sustainability, financial wellbeing, and good housing. As a bank, we combine the convenience of secure mobile banking with the power of personal advice. Thanks to our nationwide network of branches, we are also physically close by when it matters.