Credit Risk Analyst
2 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 to predict credit losses and determine provisions for the bank.
- Collaborate with stakeholders to ensure compliance and meet changing regulatory demands.
- Contribute to the development of new models and methodologies, incorporating emerging risks such as climate risk.
- Work closely with colleagues to discuss modelling decisions, methodologies, and ideas for improvement.
- Support the Product Owner in achieving the team's mission.
We are looking for a highly skilled and motivated individual with a strong background in quantitative modelling and risk management. You will have a Master's degree or PhD in a relevant field, extensive programming experience, and a solid understanding of IFRS 9 regulation and/or IRB regulation.
What We Offer- A competitive salary between € 50.393 and € 88.210 (scale 9 or 10) based on 36 hours work week.
- A 36-hour work week, with flexibility to work from home.
- An individual choice budget (IKB) to manage your vacation allowance and thirteenth month.
- 208.8 holiday hours on full-time employment.
- A good collective pension plan.
- A personal training budget of 750 euros per year.
- A laptop and phone.
We are a leading bank in the Netherlands, committed to providing excellent service to our customers. Our Modelling Cluster is a dynamic team of quantitative professionals working together to improve our predictive risk models.
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