Senior Specialist Modelling

The Model Validation team at Van Lanschot Kempen manages model risk across the entire bank. This includes carrying out model validations, maintaining our ‘policy house’, and managing the model inventory. To further strengthen our model risk management with respect to A-IRB and IFRS-9 models, we are expanding our team.

This is where you can put your talents to work as Senior Specialist Model Validation at Van Lanschot Kempen. As a Senior Specialist Model Validation, you will apply your expertise to validating A-IRB and IFRS-9 models. You are also open to reviewing other models, such as those used for transaction monitoring and balance sheet management. Additionally, you will contribute to the development of an integrated model validation function within Van Lanschot Kempen, fostering knowledge sharing between permanent staff and both internal and external experts.

Model Validation reports directly to senior management, providing continuous insights into the current state of the model landscape. In this position, you are responsible for performing model validations, presenting validation reports to various committees, and keeping the model inventory up to date. You will play an active role in further developing our Model Risk Management Framework and will challenge model owners to continuously improve their models.

Your daily responsibilities include:

• Analysing and assessing fundamental model assumptions;
• Preparing and presenting high-quality validation reports to stakeholders (model owners, senior management, supervisors, etc.);
• Developing state-of-the-art validation methodologies and supporting tools.