Credit Risk Analyst
4 weken geleden
We are seeking a skilled Credit Risk Modeller to join our team at de Volksbank. As a key member of our Modelling Cluster, you will play a crucial role in developing and improving our predictive risk models.
Key Responsibilities- Develop and maintain IFRS 9 credit risk models, ensuring compliance and accuracy.
- Collaborate with stakeholders to discuss model outcomes and secure approval.
- Work closely with colleagues to develop and improve modelling methodologies and techniques.
- Participate in scrum teams dedicated to specific IFRS 9 models, contributing to the development and implementation of new models.
- Master's degree or PhD in econometrics, mathematics, physics, or a related field.
- Extensive experience in programming and risk modelling, preferably in credit risk.
- Basic knowledge of IFRS 9 regulation and/or IRB regulation.
- Excellent command of English.
- Gross annual salary between € 50,393 and € 88,210 (scale 9 or 10) based on 36 hours work week.
- 36-hour work week, with flexibility to discuss 32 hours.
- Individual choice budget (IKB), allowing you to choose when to receive your vacation allowance and thirteenth month.
- 208.8 holiday hours on full-time employment.
- Good collective pension plan.
- Good work-life balance and flexibility to work from home.
- Personal training budget of 750 euros per year.
- Every 5 years, a budget of 900 euros to furnish your home office.
- NS Business Card and compensation per km if you cycle to work.
- Bicycle plan to purchase a bicycle at a low cost.
- Partially paid voluntary work.
- Vitality program with workshops and coaching for your mental and physical health.
- Laptop and phone.
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