Quantitative Risk Analyst for Credit Modelling

5 dagen geleden

Utrecht, Utrecht, Nederland De Volksbank Voltijd

Explore your potential as a Quantitative Risk Analyst at De Volksbank, where you'll contribute to the development and maintenance of our Credit Risk models. Our team is dedicated to creating innovative solutions that drive business growth while ensuring compliance with regulatory requirements.

Job Overview

We are seeking an experienced Junior Credit Risk Modeller to join our team in Utrecht, Netherlands. This role offers an exciting opportunity to work on various aspects of credit risk modelling, including IRB and IFRS9 regulation, and collaborate with colleagues to improve our predictive risk models.

Key Responsibilities
  • Contribute to the development and maintenance of Credit Risk models, focusing on quantitative analysis and data-driven decision-making
  • Collaborate with cross-functional teams to ensure model approval and implementation in production systems
  • Participate in discussions with stakeholders, including model owners, validators, users, and senior management
Requirements

To succeed in this role, you should have:

  • A Master's degree or PhD in econometrics, mathematics, physics, or a similar field
  • Affinity with predictive modelling and willingness to learn about IRB and IFRS9 regulation
  • Maximum of 2 years' experience in credit risk modelling, stress testing, or validation
  • Knowledge of MATLAB or a comparable programming language
  • An excellent command of English and ability to work in a diverse, international team
What We Offer

This position comes with a competitive salary, estimated to be around €43,000 - €65,000 per year (based on 36 hours/week), depending on your experience and qualifications. Additionally, you can expect:

  • 36-hour work week with flexible working hours
  • Individual choice budget (IKB) for vacation allowance and thirteenth month
  • Good collective pension plan with Volksbank contribution of 22.5% of the salary
  • Working from home with regular check-ins and collaboration with colleagues
  • Personal training budget of €750 per year, plus standard training opportunities
  • Bicycle plan to purchase a bicycle at a low cost
  • NS Business Card and compensation per km if you cycle to work
  • Partially paid voluntary work
  • Vitality program with workshops and coaching for mental and physical health

At De Volksbank, we value diversity and inclusivity, and we're committed to creating a workplace that reflects these values. If you're passionate about credit risk modelling and want to grow your career in a dynamic environment, we encourage you to apply.

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