Senior Quantitative Risk Modelling Expert
5 dagen geleden
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.
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