Senior Credit Risk Model Oversight & Governance

AionSearch; Amsterdam; On-site; EUR 90,000 - 130,000; Full time

Job summary

AionSearch in Amsterdam is seeking a senior Risk Model Oversight Expert to lead review and challenge of credit risk models, focusing on IRB and IFRS 9 rather than development.

The role collaborates with development, validation, audit and risk teams to strengthen governance and ensure models meet internal and regulatory expectations.

Suitable backgrounds include model validation, model risk, credit risk audit or regulatory risk consulting, with around 6–12 years of experience preferred.

Qualifications

• Experience with credit risk models and governance.
• Ability to challenge and review models.
• Knowledge of ECB expectations for credit risk.
• Strong collaboration with risk and audit teams.

Responsibilities

• Review and challenge IRB and IFRS 9 credit risk models
• Support model governance, oversight and regulatory submissions
• Assess PD, LGD and EAD methodologies and documentation
• Collaborate with risk teams, audit and external parties
• Assist responses to regulatory and ECB related queries
• Identify model risks and remediation areas
• Ensure models meet internal standards and regulatory expectations

Skills

IRB knowledge

IFRS 9 knowledge

Model governance

Regulatory risk

Job description

AionSearch in Amsterdam is seeking a senior Risk Model Oversight Expert to lead review and challenge of credit risk models, focusing on IRB and IFRS 9 rather than development.

The role collaborates with development, validation, audit and risk teams to strengthen governance and ensure models meet internal and regulatory expectations.

Suitable backgrounds include model validation, model risk, credit risk audit or regulatory risk consulting, with around 6–12 years of experience preferred.