About the job
What you'll do
You will build and own the model risk management framework, including policy design, validation methodology, and model inventory from scratch. You will also coordinate independent second-line validation and challenge for credit, IRRBB, and capital models to ensure regulatory compliance.
What they're looking for
The role requires 5 to 7 years of experience in model risk management or validation within a banking environment. Candidates must possess strong quantitative skills and a solid understanding of ECB model risk expectations.
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