BE
35 days ago
Internal Model Governance Supervisor

Allianz Trade, the world’s leading provider of credit insurance services, helps its customers around the globe to trade wisely and develop their business safely. With 6,000 employees from more than 70 nationalities, in over 50 countries, Allianz Trade offers a complete range of services for the management of B-to-B trade receivables. For more information visit http://www.allianz-trade.com

 

Allianz Trade is looking for his/her Internal Model Supervisor. As Internal Model Supervisor, your main missions will be :

 

1. Oversee independent model validation:

follow up re-validations coming from central group coordinate annual local revalidations and local suitability assessments produce an annual validation report summary organize validation comittee follow-up of validation recommendation actions improve extend the model validation framework

 

2. Oversee Model change/lifecycle process 

report local model changes distribute central model changes coordinate Model impact runs Identify and follow-up expert judgement organize model aceptance and approval committee follow-up reporting of model performance

 

3. Oversee internal governance system

organize Model documentation updating version control in central documentation systems (ORGS) risk incident management in ORGS improve/ extend the model governance framework maintain charters, policies, guidelines, procedures coordinate model parameter approval commitee coordinate data quality committees

 

4. Oversee regulatory interaction

coordinate model inspections cooperate with regulatory authorities follow-up regulatory recommendations and action plans follow regulatory developments linked to portfolio and compliance in insurance and credit risks contribute to regulatory reporting docs (ORSA, QRT, etc)

 

5. Day-to-Day management

follow-up of current projects in Credit Risk team or with external consultants participate and cooperate in interdepartemental projects Handle ad hoc requests from management and dispatch to the right persons with the skills and availability coordinate HR, budgeting, surveys, logistics, meetings, gatherings escalate issues and incidents timely and appropriately actively setup cross-deprtmental cooperations

 

6. Oversee model runs

follow-up of timeliness of quarterly closing calculations by the modle team coordinate budget planning runs follow-up local meetings with country business units delivery of data and paramaters

 

 

Key Requirements/Skills/Experience


* Bachelor or Master or equivalent through experience
* Experience with regulatory frameworks and risk management practice in financial institutions or corporate compliance
* ability to influence management and to work collaboratively accross diverse teams
* Well organized and efficient in time management
* Strong analytical mindset
* Detailed and result oriented
* Ability to work on several tasks/projects at the same time
* engage in minimal ad hoc traveling between brussels and other EU offices

Allianz Group is one of the most trusted insurance and asset management companies in the world. Caring for our employees, their ambitions, dreams and challenges, is what makes us a unique employer. Together we can build an environment where everyone feels empowered and has the confidence to explore, to grow and to shape a better future for our customers and the world around us. 
We at Allianz believe in a diverse and inclusive workforce and are proud to be an equal opportunity employer. We encourage you to bring your whole self to work, no matter where you are from, what you look like, who you love or what you believe in.
We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability or sexual orientation.
Great to have you on board. Let's care for tomorrow.

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