Head of Model Risk Management (MRM)

Role purpose: Lead the enterprise Model Risk Management program to ensure models are governed, validated, and monitored in line with regulatory expectations and internal risk standards. Provide independent oversight of model development and use across the organization.

Core responsibilities

Own and evolve the MRM framework, policies, standards, and procedures across the full model lifecycle.
Direct independent model validation, including conceptual soundness, data/assumptions, methodology, implementation testing, and performance monitoring.
Establish model inventory, tiering, risk ratings, and validation schedules; ensure timely remediation and issue closure.
Oversee model governance forums and reporting to senior management and relevant risk committees.
Define and track key risk indicators, controls, and ongoing monitoring for model drift, bias, stability, and performance.
Partner with model owners, data science, analytics, technology, and compliance to drive strong controls and documentation.
Prepare for and support internal/external audits and regulatory exams; manage responses and action plans.
Build and lead the MRM team, including hiring, coaching, and performance management.

Required skills and experience

Model risk expertise: deep knowledge of MRM practices, governance, and validation techniques for statistical, machine learning, and financial models.
Regulatory readiness: experience aligning to applicable model risk guidance and audit expectations.
Technical depth: strong understanding of quantitative methods, data quality, model monitoring, and testing.
Leadership: proven ability to lead teams, influence stakeholders, and communicate risk to executives.
Execution: strong program management, issue management, and documentation discipline.

Bij Ayvens begint vooruitgang bij jou.

Onze ambities om de toekomst van duurzame mobiliteit vorm te geven worden aangedreven door ons talent. Sluit je bij ons aan en word beter met elke beweging.

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 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

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 risk‑related 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

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)

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)

Kom werken bij Ayvens.

Wij zijn Ayvens. De wereldwijde speler in mobiliteit. Wij herdefiniëren de mobiliteit van morgen met oplossingen waar vandaag om vraagt. Wij zijn er voor iedere leaserijder, zakelijk of privé, met voertuigen die variëren van (elektrische) auto tot e-bike. Zo maken we mobiliteit duurzamer, makkelijker en beter met elke kilometer. Ons doel? Jou flow geven met de mobiliteit van morgen.

Dat kunnen we niet alleen. Daarom zijn we op zoek naar collega’s met dezelfde ambitie en energie. Als vernieuwer in de leasebranche zoeken we kartrekkers, koplopers, doeners en doortrappers. Mensen die vooruitkijken. Mensen met ideeën. En vooral: mensen die verandering niet uit de weg gaan, maar er vol in meegaan.

Zoek jij naar een carrière waarin je kunt doorgroeien en positieve impact kunt maken? Dan zit je goed bij ons. Bij Ayvens steken we energie in alles. Ook in jouw groei.

Werk mee aan de overstap naar elektrisch. Sluit nieuwe leasecontracten af. Adviseer mensen over mobiliteit die bij ze past. Onze functies zijn net zo veelzijdig als onze mensen. Maar je werkt altijd samen in een team van gedreven collega’s.

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Head of Model Risk Management (MRM)

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