Senior Model Validator

  • 34270
  • Life - Data Science
  • |
  • Netherlands
  • |
  • Sep 21, 2018
  • |
  • English
Insurance Organization
  • Manage parts of the group model validation program
  • Review all types of models across the company, offering a unique perspective of models and modelling practices across the company
  • Have direct interaction with management and model owners about findings and recommendations on both a global and local levels
  • Act as a review leader for group-led model validations
  • Directly involved or responsible for the performance of the key validation in the area he/she manages
  • Manages/participates in the model validation committee
  • Involved in keeping policies up to data and in giving training to local model validation units as well as support for the application of the model development and testing standards by model owners and model engineers as needed
  • Participate in ERM maturity assessments and align model validation work with operational risk assessments during the year
  • You are an actuary, econometrist or has similar qualifications
  • Minimum of 5-8 years of relevant experience
  • Significant experience with model development and model testing required
  • Significant experience with modelling of pension and life insurance liabilities
  • Excellent communication skills in English, both in writing and verbally
  • Good influencing and persuasion skills required
  • Good planning, prioritizing and goal setting skills
  • Integrity to uphold policy requires and model validation standards
  • Independent and critical, yet constructive, attitude
  • Good team leader and team plater
  • Hands on experience with modelling or market risks and derivatives, Solvency II required capital calculations for insurers, the application or assessment of IFRS models in the financial industry, data modelling