Head of Model Risk Management – MRM

Ayvens

Head of Model Risk Management leading risk and compliance frameworks at Ayvens. Overseeing model lifecycle, governance bodies, and regulatory monitoring in sustainable mobility.

Posted 5/22/2026full-timeAmsterdam • 🇳🇱 NetherlandsLeadWebsite

About the role

Key responsibilities & impact

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.

Requirements

What you’ll need

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)

Benefits

Comp & perks

Professional development opportunities
Flexible work arrangements

ATS Keywords

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Hard Skills & Tools

quantitative researchmodel reviewmodel governancequantitative auditmodel risk managementrisk governancedata analysisregulatory complianceAI governancerisk mitigation techniques

Soft Skills

leadershipcross-functional collaborationcommunicationstakeholder managementanalytical skillsorganizational skillsproblem-solvingassertivenessinfluencetraining