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Senior Quantitative Risk Modeller

2 maanden geleden


Utrecht, Utrecht, Nederland de Volksbank Voltijd
About the Role

We are seeking a highly skilled Senior 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 junior colleagues to develop their skills and contribute to the team's success.
  • Participate in scrum teams dedicated to specific IFRS 9 models, focusing on loan portfolios such as retail mortgages, small & medium enterprises, and sustainable financing.
Requirements
  • Master's degree or PhD in econometrics, mathematics, or a related field.
  • Extensive experience in programming, preferably in Matlab or Python.
  • Intimate knowledge of IFRS 9 regulation.
  • At least five years' experience in risk modelling, preferably in credit risk.
  • Excellent command of English.
What We Offer
  • Gross annual salary between € and € scale 11) based on 36 hours work week.
  • 36-hour work week, with flexibility to discuss 32 hours.
  • Individual choice budget (IKB) for vacation allowance and thirteenth month.
  • 208.8 holiday hours on full-time employment.
  • Good collective pension plan.
  • Good work-life balance and flexible working 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 for cycling to work.
  • Bicycle plan to purchase a bicycle at a low cost.
  • Partially paid voluntary work.
  • Vitality program with workshops and coaching for mental and physical health.
  • Laptop and phone.