- Define, implement, and maintain Ayvens’ Model Risk Management (MRM) framework in line with SG Group policies, standards, and methodologies.
- Ensure consistent application of MRM principles across all entities, geographies, and model families used within Ayvens.
- Establish and regularly update internal rules governing model identification, inventory, tiering, validation, ongoing monitoring, and remediation.
- Act as the reference authority for the interpretation and application of Group MRM standards within Ayvens.
- Supervise the proper identification, classification, and documentation of all models used within Ayvens (across all entities and geographies).
- Ensure that models undergo appropriate independent review prior to use, including assessment of: Conceptual soundness, Quality and relevance of data, Correctness of implementation, Adequacy of usage and controls, Robustness of ongoing monitoring.
- Oversee remediation plans arising from review findings, ensuring timely and effective resolution of weaknesses.
- Ensure proportionality of MRM requirements based on model materiality and risk rating.
- Provide effective challenge to the first line of defense on model design choices, assumptions, limitations, usage, and risk mitigation techniques.
- Ensure a clear and efficient allocation of responsibilities between 1LoD and 2LoD, while maintaining strong independence and authority.
- Escalate material model risk issues to senior management and governance bodies when required.
- Chair Model Approval Meetings.
- Coordinate Ayvens Model Risk Management Committee.
- Define, produce, and present clear and action‑oriented reporting on model risk exposure to Senior Management and SG Group MRM governance (including SG MRM Committee).
- Contribute to Group‑level forums, promoting best practices and consistency.
- Participate to AI Governance.
- Lead and develop MRM teams located in multiple locations (Paris / Amsterdam).
- Assess resource needs, skills, and capacity to ensure sustainable delivery of MRM activities.
- Promote continuous upskilling on model risk topics, including emerging risks linked to AI and regulatory change.
- Act as a senior expert and trusted advisor to Ayvens’ management on model risk‑related decisions.
- With the help of SG MRM experts, monitor regulatory developments impacting model risk (banking regulation, internal models, AI Act, supervisory expectations).
- Ensure timely implementation of regulatory changes within the MRM framework.
- Act as the primary contact for regulators and internal audit on model risk topics.
- Minimum 10 years’ experience in quantitative research, model review, model governance, or quantitative audit
- Experience in banking or consulting environments preferred
- Proven track record in leading risk management or model risk teams
- Strong leadership and ability to drive cross‑functional collaboration
- Excellent communication and stakeholder management skills at all organizational levels
- Analytical and organizational skills to manage complex model risk processes
- Proactive approach to problem‑solving and continuous improvement
- Assertiveness and ability to challenge and influence at executive level
- Master’s degree or higher in a quantitative or technical discipline (e.g., Computer Science, Economics, Econometrics, Mathematics, Statistics)
- In‑depth knowledge of model risk management and risk governance
- Understanding of European and international banking/financial regulations
- Excellent written and verbal communication (English required; French and Dutch are assets)
- Strong analytical and organizational skills
- Ability to manage multiple priorities and stakeholders
- Leadership and team management
- Training and knowledge‑sharing capabilities
- Appetite for innovation (AI, automation, etc)
Salarisomschrijving
€120000 - €160000 monthly