Interim Team Lead Pillar I IRB Modeling

## Interim Team Lead Pillar I IRB Modeling
For a financial institution I am searching for an Interim Team Lead Pillar I with experience in IRB Modeling and team management.
For a financial institution in Amsterdam I am searching for an Interim Team Lead Pillar I with experience in IRB Modeling and team management. The candidate will be responsible for leading the Pillar 1 model development team in the Risk Modelling & Analytics department.

• Develop IRB models in line with the (Basel) regulations
• Organize and plan the model development
• Lead and manage the Pillar 1 model development team

In this rol it is important that you have experience in IRB model development and can explain what data you need to develop a LGD model. Ideally you also have experience with projects focussing on closing ECB obligations. The role is 70% operational (planning, structuring, explaining) and 30% managerial, team meetings, coaching and other requests.
You will be part of the Risk Modelling & Analytics department. The team is responsible for developing IRB and IRFS 9 models. Within the team you will work closely with (senior) model developers. You will also work with the project team to remediate the ECB obligations and with senior management.
You will be successful if you can structure the project to close the IRB models and be able to explain to other stakeholders in the organization why these models are developed and what data is needed.

• Degree in Econometrics, Mathematics, or any other relevant study
• Knowledgeable about Basel Regulation, ECB obligations and IRB model development
• Understanding of the data required to develop LGD models. Experience in data preparation is preferred
• Knowledge of Python and Git

• Start: ideally a.s.a.p. and ultimately 1/6/2023
• 3 months, extension is possible