Senior Quantitative Risk Modeller

1 week geleden


Utrecht, Utrecht, Nederland de Volksbank Voltijd

Key Responsibilities

As a Senior Quantitative Risk Modeller at de Volksbank, you will be responsible for developing and improving IFRS 9 credit risk models. Your key responsibilities will include:

  • Developing and implementing predictive modelling techniques to estimate credit losses
  • Collaborating with stakeholders to ensure compliance with regulatory requirements
  • Leading the development of new models and improving existing ones
  • Providing coaching and guidance to junior colleagues

About the Role

This is a challenging and rewarding role that requires a strong background in quantitative modelling and risk management. You will be working as part of a team of experienced professionals who are passionate about delivering high-quality results.

Requirements

To be successful in this role, you will need:

  • A Master's degree or PhD in econometrics, mathematics, physics or similar
  • Extensive experience in programming (Matlab or Python preferred)
  • Intimate knowledge of IFRS 9 regulation
  • At least five years' experience of working in the field of risk modelling, preferably in credit risk
  • An excellent command of English

What We Offer

We offer a competitive salary and benefits package, including a 36-hour work week, individual choice budget, and good collective pension plan. You will also have the opportunity to work with a talented team of professionals and contribute to the development of our predictive risk models.



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