Are you a quantitative modeller who enjoys working in a team and to cooperate with the business? Do you also get excited by working with complex risk models? Then come and join us! About the job
As a Credit Risk modeller it is your main responsibility to develop, implement and review several models in the areas of credit risk. This can be IFRS 9 or Basel related models, but also a credit approval model. You are able to put your knowledge and experience in the area of quantitative modelling, data science, and risk management into practice and translate this to the relevant stakeholders. You take care of the entire development cycle from initiation up to realisation of an implemented model and the supervisory approval.
About the department Risk Management
This function is part of the department Enterprise Risk Management (ERM) within the Risk Management domain of de Volksbank. The ERM department reports to the Chief Risk Officer and focusses on integrated risk reporting, model development, and overarching risk policy for de Volksbank.
The four departments of ERM are:
- Credit Risk Modelling
- Market Risk Modelling
- IRM
- Core-ERM
Crucial for the success of the ERM department is the cooperation between the departments in which the desire for continuous improvement is a key characteristic of the profile of the ERM employees.
The department Credit Risk Modelling is a close team in which results are achieved and successes are celebrated. Fun, personal growth and team growth are highly valued. The Credit Risk Modelling team is responsible for the development, implementation and maintenance of all Credit risk models of the bank. The departments Credit Risk Modelling, Market Risk Modelling, and Advanced Analytics operate as a Centre of Excellence for the entire bank in the area of modelling and quantitative analysis.
Practical background and relevance
You are able to work independently, but at the same time you are a committed colleague with a great sense of responsibility. You have relevant experience with IRB or IFRS9 regulations and modelling. Understanding and experience in working with Matlab or comparable programming language is also essential. We find it important that you are enthusiastic, eager to continuously develop yourself and you want to contribute with innovative ideas.
You have:
- a quantitative background (MSc or PhD in econometrics, mathematics, physics or other relevant quantitative studies);
- a passion for modelling complex matters
- at least 2 years relevant work experience;
- experience with Matlab or comparable programming language;
- excellent communication skills;
- experience with the Agile way of working is a plus.
If you recognize yourself in this description and can identify with our ambitious team and its challenges, we are eager to meet you!
Do you want to apply for this position?
Pease click the yellow ‘sollicitatiebutton’ below and upload you cover letter and resume. We will contact you as soon as possible. Do you have questions about the vacancy or procedure? Please contact Eva Dankers, Corporate Recruiter at eva.dankers@devolksbank.nl|06 - 537 62 809.
