Senior Quantitative Risk Modelling Expert

5 dagen geleden


Utrecht, Utrecht, Nederland de Volksbank Voltijd

Company Overview


de Volksbank, the parent company of SNS, ASN Bank, RegioBank and BLG Wonen, is a leading financial institution in the Netherlands.


Salary


The gross annual salary for this position is between €65,821 and €101,264 (scale 11) based on a 36-hour work week.

Job Description


As a Senior Credit Risk Modeller, you will play a key role in developing and improving IFRS 9 credit risk models at de Volksbank. Your primary responsibilities include:



  • Developing predictive modelling techniques to estimate credit losses and determine provisions for the bank.
  • Ensuring compliance with regulatory requirements and contributing to the bank's risk management strategy.
  • Leveraging your knowledge of risk management and modelling to incorporate climate risk into credit risk models.
  • Collaborating with stakeholders, including model owners, validators, users, data owners, and higher management, to secure approval for new models and their outcomes.

Required Skills and Qualifications


To succeed in this role, you will need:



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

Benefits


We offer a range of benefits to support your career growth and well-being, including:



  • A 36-hour work week, with flexible hours and opportunities to work from home.
  • An individual choice budget (IKB), allowing you to choose when you receive your vacation allowance and thirteenth month.
  • 208.8 holiday hours on full-time employment.
  • A good collective pension plan.
  • Good work-life balance and opportunities for professional development.
  • A personal training budget of €750 per year, which can be saved up to €2,250.
  • A laptop and phone.

Others


You will have the opportunity to work in a dynamic team environment, collaborate with colleagues from various disciplines, and contribute to the bank's risk management strategy. As a senior quant, you will take on a leadership role, guiding junior colleagues and mentoring them in their careers.



  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    Job Title: Senior Quantitative Risk AnalystWe're looking for a skilled Senior Quantitative Risk Analyst to join our team at De Volksbank. As a key member of our IFRS 9 modelling team, you'll play a vital role in developing and improving our credit risk models to predict potential losses and ensure compliance with regulatory requirements.Your Key...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    De Volksbank's Risk Modelling Team Developing Innovative Risk Models for a Leading Bank Leverage your extensive expertise in risk management and modelling to drive business growth and mitigate potential losses. As a Senior Quantitative Modeller, you'll play a key role in developing and improving predictive models that inform credit risk decisions. Key...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    De Volksbank: A Hub for Quantitative ModellingAs a Senior Quantitative Risk Modeller at de Volksbank, you will be part of a dynamic team dedicated to developing and improving predictive risk models. Your key roles will include hands-on quantitative modelling, stakeholder management, and coaching junior colleagues.Key ResponsibilitiesDevelop and improve IFRS...


  • 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 OverviewWe are seeking an experienced Junior Credit Risk...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    About the RoleAs a Senior Quantitative Modeller at de Volksbank, you will play a key role in developing and improving our IFRS 9 credit risk models. Your extensive knowledge of risk management and modelling will enable you to make best-estimate predictions of credit losses and determine the amount of provisions for the bank.Key ResponsibilitiesDevelop and...


  • Utrecht, Utrecht, Nederland Zanders Voltijd

    We are seeking a Senior Quantitative Financial Risk Consultant to join our team in Utrecht, Netherlands.About the RoleAs a Senior Quantitative Financial Risk Consultant at Zanders, you will play a key role in advising clients on financial risk related complexities. You will be part of our 'Financial Institutions' team, which focuses on financial risk related...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    Risk Modelling at de VolksbankAs a Medior Credit Risk Modeller at de Volksbank, you will play a key role in predictive modelling at a bank where people take centre stage. You will be responsible for developing and improving IFRS 9 credit risk models, which aim to make best-estimate predictions of credit losses to determine the amount of provisions for the...


  • Utrecht, Utrecht, Nederland De Volksbank Voltijd

    About the JobWe are looking for an ALM Modeller to join our team in Balance Sheet Management. As an ALM Modeller, you will be responsible for developing and maintaining models used for interest rate, credit spread and liquidity risk management.Key ResponsibilitiesDevelop and implement models for risk managementMaintain close contact with various teams within...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    About the RoleAs a Medior Credit Risk Modeller at de Volksbank, you will play a key role in predictive modelling, stakeholder management, and supporting your colleagues. You will take the lead in developing and improving IFRS 9 credit risk models, which aim to make best-estimate predictions of credit losses to determine the amount of provisions for the...

  • Credit Risk Modeller

    5 dagen geleden


    Utrecht, Utrecht, Nederland de Volksbank Voltijd

    About de VolksbankDe Volksbank is a leading financial institution in the Netherlands, committed to providing innovative banking solutions to its customers. Our team of experienced professionals works together to deliver exceptional service and products that meet the evolving needs of our clients.Your Role as Credit Risk ModellerWe are seeking a highly...

  • Spatial Modelling Expert

    4 weken geleden


    Utrecht, Utrecht, Nederland TNO Voltijd

    About this roleTNO is seeking a skilled spatial modelling expert to join our RAPID research group. As a spatial exposure and health modeller, you will bridge the gap between spatial concentration modelling, human exposure assessment, and health.Key responsibilities include:Collaboration with domain experts to model various spatial environmental exposures,...

  • Senior Risk Expert

    4 weken geleden


    Utrecht, Utrecht, Nederland Rabobank Voltijd

    About the RoleWe are seeking a highly skilled Senior Risk Expert to join our team at Rabobank's Chief Innovation and Technology Office (CITO). As an IT Risk Expert within the first line risk team, you will play a critical role in shaping the future of In Control, Assurance and Compliancy.Your Key ResponsibilitiesAdvise on the CITO Risk ProfileParticipate in...

  • Spatial Modelling Expert

    4 weken geleden


    Utrecht, Utrecht, Nederland TNO Voltijd

    About this roleTNO is seeking a skilled Spatial Modelling Expert to join our team in the Risk Analysis for Prevention, Innovation & Development (RAPID) group. As a key member of our team, you will be responsible for developing innovative, science-based tools and methods to estimate exposures, toxicity, and potential health risks accurately and...


  • Utrecht, Utrecht, Nederland De Volksbank Voltijd

    Job Title: Senior Financial Risk Manager ALMJob Summary: We are seeking a highly skilled Senior Financial Risk Manager ALM to join our team at De Volksbank. As a Senior Financial Risk Manager ALM, you will be responsible for managing financial risks and ensuring the bank's financial stability.Key Responsibilities:* Review proposals on IRRBB and behavioral...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    About the RoleDe Volksbank is seeking an experienced Senior Credit Risk Modeller to join its team of quantitative professionals. As a key member of the IFRS 9 scrum team, you will play a crucial role in developing and improving predictive risk models that help the bank make informed decisions.About the JobThis is a challenging opportunity for a seasoned risk...


  • Utrecht, Utrecht, Nederland d-fine Voltijd

    Join d-fine as a Quantitative Expert for Complex SolutionsWe are continuously growing and expanding our European consulting company. Our 11 locations in seven countries enable us to offer interesting and diversified projects across Europe.As a Quantitative Expert, you will work with clients from various sectors such as banking and finance, energy, mobility &...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    Join our Expertise Center RiskAs a Senior Financial Risk Manager at de Volksbank, you will play a key role in our Risk Team, responsible for Finance, Risk, and Product Development. Your focus will be on IRRBB and other quantitative ALM related topics. Review proposals, apply rules and regulations, and set risk appetite standards.Your ResponsibilitiesReview...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    Be a Risk Management Expert for ALM and IRRBBAs a Senior Financial Risk Manager at de Volksbank, you will be responsible for managing financial risks and ensuring the bank's stability. Your main focus will be on ALM and IRRBB, where you will review proposals, apply rules and regulations, and set risk appetite standards.Your ResponsibilitiesReview proposals...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    De Volksbank: Where Risk Management Meets OpportunityAs a Senior Financial Risk Manager at de Volksbank, you will be responsible for managing and mitigating financial risks within the organization. Your expertise in ALM (Asset Liability Management) and IRRBB (Interest Rate Risk in the Banking Book) will be crucial in ensuring the bank's financial stability...


  • Utrecht, Utrecht, Nederland d-fine Voltijd

    We are a European consulting company with over 1, employees and 11 locations across seven countries. Our projects focus on data analytics, data science, modelling, and sustainable technological solutions.Our Dutch office in Utrecht is seeking dedicated Experts to join our expanding team. As we continue to evolve, we deliver exceptional services to clients in...