Head of Model Risk Management (MRM)

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A. Model Risk Governance & Framework Ownership

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.

B. Oversight of the Full Model Lifecycle

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.

C. Independent Challenge & Second Line of Defense Role

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.

D. Governance Bodies Committees & Reporting

Chair Model Approval Meetings.

Coordinate Ayvens Model Risk Management Committee.

Define produce and present clear and actionoriented reporting on model risk exposure to Senior Management and SG Group MRM governance (including SG MRM Committee).

Contribute to Grouplevel forums promoting best practices and consistency.

Participate to AI Governance

E. Leadership Expertise & Capability Building

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 riskrelated decisions.

F. Regulatory Monitoring & External Interface

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.

Skills:

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.

Personal characteristics

Proactive and self-driven

Strong sense of responsibility and integrity

Flexible and adaptable with willingness to travel (mainly between Amsterdam and Paris)

Team-oriented and collaborative

Assertive and able to challenge constructively

Education / knowledge

Masters 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)

Experience

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

Experience interacting with regulators and executive management

IT Applications

Proficiency with model risk management tools and systems

Familiarity with governance risk & compliance tools is a plus

Advanced knowledge of Microsoft Office Suite (Excel PowerPoint Word)

Familiarity with data analysis and statistical software (e.g. Python R)

Why Ayvens

With over 3.4 million vehicles managed across more than 42 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. Were committed to sustainable mobility and have made it a core part of our everything we do were guided by the principles of authenticity curiosity commitment and collaboration. We aim to foster an organisation thats 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.