Wat houdt deze vacature in?
For risk management, KBC Group makes frequent use of internally-developed statistical models. The range of models is very broad, they include insurance (e.g. calculation of technical provisions), markets (e.g. option pricing), finance (IFRS9 impairment models) and credits (scorecards, Internal Rating-Based models). Recently, KBC started to develop models by using Artificial Intelligence techniques. As a risk management methodologist, you focus on the validation of these models. Your two main tasks are to check and to challenge, both quantitatively and qualitatively.
The overarching goal of every model validation is to allow for adequate management of the model risk KBC runs. The result of a validation is an independent advice that is discussed with the model owner and submitted for decision to the Chief Risk Officer (CRO) or the Chief Financial Officer (CFO).
As a validator, you have a broad range of domestic and international contacts within the KBC Group, and occasional contacts with external parties. This allows you to develop a wide and interesting network, and get a complete view on the global activities of KBC.
After an initial training period, you can chose your primary
employment location (choice between the KBC Head Offices in Brussels,
Leuven or Ghent). Teleworking is also part of our offer.
Wat verwachten we van jou?
As a validator, you will be responsible for providing model owners, CROs and CFOs with your independent advice on the models. Based on a qualitative and quantitative analysis, and your knowledge of regulation and business practices, you will assess whether a model is fit for use. You will perform this assessment autonomously, knowing that you can rely on the support of your colleagues in the validation team. Occasional contacts with auditors and regulators are part of the job.
You will also contribute to methodological discussions in order to
support a common modelling environment for the whole KBC Group.
• You have a master’s degree or PhD in (applied) sciences such as
(applied) economics, mathematics, physics, engineering, …
• You can communicate fluently in English, both written and spoken.
• You are able to translate complex material into well-structured and simple conclusions, while respecting deadlines.
• You are a team player who enjoys working autonomously.
• You are eager to acquire and to share knowledge.
Experience in risk management or in finance is considered an asset,
but not a must. Your training is mainly "on the job",
supplemented with (internal or external) training.
Wat hebben we je te bieden?
You can count on KBC for:
• active support during your career,
• an exceptional range of training and development opportunities,
• many different career opportunities,
• a permanent contract,
• a competitive salary package, including an extensive package of additional benefits and special terms for employees for our banking and insurance products,
• possibilities to integrate your work and private life,
• a dynamic working environment with an open culture and pleasant atmosphere.
Gepubliceerd op 04/09/2018
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