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Senior Consultant – IRRBB & ICLAAP Model Validation FT
Workmyway · Amsterdam, Netherlands
About The Role
Bachelor’s degree (or higher)
English (at least one required)
We are seeking an experienced Senior Consultant to support model validation activities within the areas of Interest Rate Risk in the Banking Book (IRRBB), Credit Spread Risk in the Banking Book (CSRBB), Internal Capital Adequacy Assessment Process (ICAAP/ICLAAP), and related Economic Capital (EC) models.
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