Model Risk Officer

We're building a second line model risk function at Mollie, a payments and money management company serving over 250,000 businesses in Europe. As Model Risk Officer, you'll help build this function from scratch, designing the policy, validation approach, and governance for credit, IRRBB, and capital models.

Your Impact You'll work with our Machine Learning team and Domains to shape how we manage model risk today and in the future. Your challenge and sign off will be visible to senior leadership, audit, and eventually, our regulator.

What You'll Ship

• Build and own Mollie's model risk management framework and policy
• Set up and maintain the model inventory for credit, IRRBB, and capital models
• Coordinate independent second line validation and challenge before models are used
• Design the ongoing monitoring and re-validation cycle with the Machine Learning team
• Partner with model owners and coordinate within the second line Risk function

What You'll Bring

• 5-7 years of experience in model risk management or model validation within a bank
• Solid working knowledge of ECB model risk expectations
• Comfort building a model risk framework and validation approach from the ground up
• Strong quantitative skills to critically assess model methodology, assumptions, and performance
• Ability to explain model limitations and validation findings to model owners and senior stakeholders

Grow Your Way At Mollie, growth is personal. We believe everyone should have the chance to develop their skills, explore new challenges, and shape their career on their own terms.