Model Validator

Over deze vacature

Models have a profound role within Achmea Bank, they are becoming more complex and important for the bank’s operations and decision making, and they are often subject to a dynamic regulatory environment and supervisory scrutiny. Model Validation plays a critical role in the bank’s risk management by assessing, at different phases of the Model Life Cycle (development, implementation, use), whether a model meets the applicable internal and external requirements.
The Model Validation team of Achmea Bank is responsible for validating all important models used at Achmea Bank, including the A-IRB, IFRS 9 and IRRBB models. We help the organization gain more insights into model risk and also support the model management processes, such as the model risk assessment and model risk reporting. Since the set-up of the team in 2024, we are growing into the full range of our responsibilities and pursuing constant improvement in our processes and activities. As a Model Validator you will take a leading role in validating IRRBB models and have the chance to participate in other validation projects as well. You will carry out or supervise validation tasks performed independently and in line with internal guidelines and applicable regulations. You will cooperate with the other model validation team members in analyzing validation outcomes with a view to translating these into validation findings and recommendations, communicate with model stakeholders, and also contribute to and finalize reporting of validation results and conclusions addressed to senior management. You will contribute to and take initiatives in the ongoing reviews of validation and model management policies and procedures. You will also participate in model management activities, such as the preparation of relevant model risk assessment and reporting. You want to join to a new and diverse team of experts and add value especially in the area of market risk. You want to work on and expand your experience in different model types and broader model risk management. You are prepared to effectively challenge the models and to defend your point of view in a factual manner, and, in doing so, help the organization recognize and manage model risk.

De afdeling

In 2024, Achmea Bank established a separate and independent Model Validation team within the 2nd line Risk Management function, with a view to strengthening its model risk management capabilities and specialization in the area of risk models used at the bank. The team is responsible for validating all important models used at Achmea Bank, including the A-IRB, IFRS 9 and IRRBB models, and also supporting the bank’s model management processes.
Since it was set up last year, the team is growing into its full range of responsibilities, and, looking ahead at those, is currently looking to add two new members. The team consists of young and dynamic risk experts of diverse backgrounds, and is among the forerunners within the organization in being international. The team works fully hybrid, while promoting coming together once or twice a week at the office in Tilburg. People differ, fortunately. We believe that diversity helps us to come up with the best solutions. Every day, we therefore work on an even more diverse and inclusive environment, in which everyone is given the space to be themselves. Together we work on a healthy, safe and sustainable society.

Jouw achtergrond

What we are looking for:

• At least 8 years of experience in model development or validation of market risk models;
• Experience in management of relevant projects is a plus;
• At least a master’s degree in a quantitative field (mathematics, physics, econometrics, etc.);
• Competence in programming (R, SQL, Python is a plus), and affinity with data handling;
• Analytical and critical mindset;
• Clear and concise communication and documentation style addressed at various audiences including senior management;
• Sensibility to the role of the validation function as 2nd line of defense, experience in model validation is a strong plus.

Wat krijg je van ons

Als medewerker bij Achmea zet jij je elke dag in voor een gezonde, veilige én duurzame toekomst. En daar belonen we je graag voor! Natuurlijk krijg je bij ons een goed salaris, een mooie pensioenregeling mét lage eigen bijdrage (3,25%), 136 verlofuren (op basis van 34 uur per week) én korting op onze verzekeringen.
Maar er is meer!

34-urige werkweek

Een 34-urige werkweek is bij Achmea de standaard! Je werkt dan bijvoorbeeld 4 dagen van 8,5 uur. Zo heb je nóg meer tijd voor vrijwilligerswerk, een goed boek, mantelzorg óf jouw favoriete sport!  

All You Can Learn

Onder de noemer All You Can Learn volg je opleidingen, cursussen en trainingen. De wereld van leren en ontwikkelen ligt bij ons aan je voeten!

Klimaatbudget

Ben je langer dan 12 maanden in dienst? Dan krijg je €2.500 netto klimaatbudget (bij fulltime dienstverband) om je huis te verduurzamen, duurzaam witgoed te kopen óf bijvoorbeeld een elektrische fiets aan te schaffen. Dit bedrag is bedoeld voor producten en diensten die een bijdrage leveren aan verduurzaming en verbetering van het milieu.

Healthy initiatieven

Gezond werken vinden we belangrijk, dus zorgen we ook dat dit kan met een berg healthy initiatieven!  

Persoonlijk keuzebudget

Je ontvangt maandelijks een persoonlijk keuzebudget, opgebouwd uit 8% vakantietoeslag, 8,33% eindejaarsuitkering en 3,85% bovenwettelijk verlof. Je kiest zelf op welk moment je dit budget laat uitbetalen, je het gebruikt voor verlofsparen of dat je er vakantie-uren van koopt. 

Over Achmea

Achmea staat voor Duurzaam Samen Leven. Een inclusieve samenleving waarin iedereen meedoet en plezierig en gezond met en naast elkaar leeft, is ons ideaalbeeld. Op een manier die langdurig kan voortbestaan. Goede reden om beter met onze leefomgeving om te gaan en duurzame oplossingen beter bereikbaar te maken. Voor iedereen!