Senior Risk Model Validator

At ALD Automotive | LeasePlan, we are always asking What's next in mobility.

Join our team and be part of a dynamic, exciting and engaging business, so we can discover What’s next together!

You are responsible for:

For our Senior Risk Model Validator vacancy we are looking for a new colleague at our Amsterdam based office. The model validation team is responsible for performing initial and periodic validations on all models that exist across the LeasePlan/ALD landscape. More specifically, models belonging to credit risk (AIRB/IFRS9), residual value risk, market risk, liquidity risk, stress testing and credit decision models. The Model Validator operates independently of the model development team to ensure the objectivity of the validation process. The validation process covers the quantitative assessment of data, methodology, calibration and model use. The model validator also participates in the maintenance of ...