Head of Risk Model Development

Department
Risk & Compliance
Location
Amsterdam Zuidas Netherlands; France
Date Posted
12-07-2024

At Ayvens, progress starts with you.

Our ambitions to shape the future of sustainable mobility are powered by our talent. Join us, and get better with every move.

We are looking for:
 

The Head of Model Development for Ayvens reports to the Head of Risk and is in charge of ensuring the development and the monitoring of the models used in Risk domain.
 

Are you a seasoned professional with a passion for financial modeling and data science? We’re seeking a dynamic leader to head our Model Development team. Key qualifications include a proven track record in model development within financial institutions. Proficiency in statistical, probabilistic models and modeling techniques as well as coding languages. Lastly, you have strong leadership skills and experience overseeing international teams.

An overview of task and responsibilities in the role:
 

Risk Leadership:

  • Leads risk projects at the group level.
  • Manages an international team of approximately 20 people.

Model Development:

  • Develops risk models (e.g., asset regulatory, credit, IFRS 9, treasury, operational, ICAAP) in line with policies and frameworks.
  • Contributes to stress test framework development.

Model Monitoring and Reporting:

  • Regularly monitors model performance and reports to committees.
  • Addresses performance issues as needed.

Compliance and Interaction:

  • Ensures framework compliance across countries.
  • Collaborates with the Model Risk management team.

Project Initiatives:

  • Defines and launches projects based on Risk strategy, company profile, and external factors.
  • Gains buy-in from senior management and secures approval for execution.

Stakeholder Engagement:

  • Represents risk management in various projects, including framework enhancements, geographical expansion, mergers, acquisitions, and funding initiatives.
  • Interacts with internal and external stakeholders during audits and regulatory reviews.

Collaboration and Reporting:

  • Cooperates closely with Société Générale stakeholders on model development and use.
  • Collaborates with Finance and Group Audit Department to support adequate risk reporting at the group level.


To succeed in this role, you have the following skills and experience:
 

We are seeking a talented and experienced professional to lead our Risk Model Development team. As the Head of Risk Model Development, you will play a crucial role in shaping our risk management strategies and ensuring compliance with banking regulations. Your expertise will drive the success of our risk modeling initiatives.
 

Experience and Autonomy:

  • Approximately 15 years of relevant experience in risk modeling.
  • Successful experience in management
  • Demonstrated ability to work autonomously and make informed decisions.

Quantitative Background:

  • Holds an academic degree in a relevant field such as mathematics, statistics, econometrics, or physics and is able to work with SAS, Python and/or R.

Communication Skills:

  • Strong communication and interpersonal skills for effectively conveying complex risk assessments to stakeholders.
  • Proficient in both written and verbal communication in English.

Regulatory Knowledge:

  • In-depth understanding of banking regulations (ECB, EBA, CRD, IFRS).

Why Ayvens? 

Subsidiary of the Société Générale group, specialized in the automobile financial services, Ayvens, born from the combination of ALD Automotive and LeasePlan, is the leader of the Operational car leasing. Its range of services allows international companies to concentrate on their business line by delegating the financing, the management and the maintenance of their car fleet.

The financial holding company, AyvensS.A, is a regulated and listed institution and is responsible for the development of the group and of the supervision of its activities in 44 countries where it is implanted. It brings a technical support for subsidiaries thanks to its role of coordination and favors the creation of synergies between countries and regions.
 

Customers looking for partnership expect from their lessor to act as a trusted advisor to help them make the right fleet management and sustainable mobility choices. This need is booming in a context of stronger relationship commitments from our customers and car industry fast changes.
 

Join us on this exciting journey as we continue to enable the transformation towards large scale adoption of sustainable mobility and provide our customers with the solutions they need to succeed. Follow our page for the latest updates, news, and insights.


 

Join us!

If you have the right profile and experience, and would like to join Ayvens on its journey, do let us know why you are our Head of Risk Model Development.

Why Ayvens?  

With over 3.3 million vehicles managed across more than 44 countries, we provide full-service leasing, flexible subscription services, fleet management services and multi-mobility solutions to customers of all sizes, including large corporates, SMEs, professionals, and private individuals. By leveraging our unique position to lead the way to net zero and further shape the digital transformation of the industry, we are well-positioned to meet the evolving mobility needs of our clients and provide them with the solutions they need to thrive.

At Ayvens, we believe that our success is driven by our commitment to customer satisfaction. Our team is dedicated to delivering innovative solutions and technology-enabled services that help our customers focus on their everyday business. We’re committed to sustainable mobility and have made it a core part of our strategy. In everything we do, we’re guided by the principles of authenticity, curiosity, commitment and collaboration. We aim to foster an organisation that's diverse in people and ideas, where everyone can thrive and be themselves, no matter who they are.

Join us on this exciting journey as we continue to enable the transformation towards large scale adoption of sustainable mobility and provide our customers with the solutions they need to succeed. Follow our page for the latest updates, news, and insights.

*ALD Automotive | LeasePlan are rebranding to Ayvens across all 44 countries by 2025.