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Quantitative Credit Risk Manager in Utrecht


Do you know how to design statistical models based on the latest European banking regulations? And also share our beliefs in improving financial and environmental sustainability? Then let’s discuss this position!

As Quantitative Credit Risk Manager you will be part of the Credit Risk Control Unit (CRCU) of de Volksbank. You will be engaged in the development and monitoring of IRB and IFRS 9 models for credit risk. You will have expert knowledge of the CRR and the IFRS 9 Standard as well as their corresponding related regulations and be able to apply this knowledge to statistical models, data infrastructure and banking processes.

Job description
You will be engaged in the various CRCU responsibilities for the IRB / IFRS 9 models of de Volksbank:

  • Interpretation of CRR and IFRS9 regulations and translating these into policies, requirements and activities for the bank
  • Actively engaging in model development and its application
  • Monitoring regulatory compliancy and closing of deficiencies
  • Monitoring data quality of the Application Data Set
  • Monitoring model performance, portfolio developments and conservatism levels
  • Contacts with JST and EY and responsibility to lead review or development projects

Education and Experience

  • An MSc Degree with a quantitative background (for example Econometrics or Mathematics)
  • Working experience with quantitative financial modelling
  • Working experience with European banking regulation and supervision

Personal Competences

You are engaged in social and environmental improvement. You have a strong ability for problem solving and can distinguish between main and side topics. You are proactive in involving relevant experts and accurate in following-up of mutual agreements. You are convincing and can express a critical message in a professional way. Your deliverables are timely, professional and have impact. You have good communication skills in both English and Dutch or the willingness to improve these language skills.

What can you expect from us?
De Volksbank is different from other banks. We are an informal organization. We opt for a good balance between work and leisure (such as Het Nieuwe Werken). Personal responsibility is our top priority. Of course you will receive attractive terms of employment: an excellent salary, a 13th month and plenty of room for training and development.

The function as Quantitative Credit Risk Manager is divided into scale 10 or 11 depending on the working experience.  Max. € 88.674,00 per year including 13th month and vacation allowance.
About the department

The Quantitative Credit Risk Control Unit is part of the second line Credit, Market and Operational Risk department of de Volksbank. The CRCU is organized according to three Credit Risk responsibilities: Advice, Monitoring and Model Ownership. The last responsibility includes the oversight and ownership roles for all IRB and IFRS 9 models. The team consists of Credit Risk specialists with a broad range of expertise.

About de Volksbank
De Volksbank takes on, together with its brands ASN Bank, BLG Wonen, RegioBank and SNS, the challenge of bringing back the importance of the human dimension in banking. Together, we want to redesign the current banking landscape within the Netherlands and sincerely put the interests of our customers first by making responsible choices in how we operate as a business. With around 3.000 colleagues, we are working together, with the utmost confidence and optimism, to realize this ambition. Do you have the tenacity to work on a turnaround in the banking world? Come and build together with us on our new bank strategy and make the difference for our customers.
Do you want to apply for the position of Quantitative Credit Risk Manager - CRCU? Click on the “application button” and respond to this vacancy. Send in your motivational letter and CV and we will contact you as soon as possible. Questions about the vacancy please contact Vera Reidinga, Recruiter Email; or +31 6 539 40 379

Extra informatie


De Meern | Financieel / Accountancy

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