Credit Risk Model Developer Opportunity

4 weken geleden


Utrecht, Utrecht, Nederland de Volksbank Voltijd
Job Description

As a Medior Credit Risk Modeler at de Volksbank, you will play a crucial role in developing and improving IFRS 9 credit risk models. These models aim to make best-estimate predictions of credit losses to determine the amount of provisions for the bank.

Your Responsibilities
  • You will be involved in every step of the risk model lifecycle, from methodology development and programming a prototype, to implementation in the bank's production system as a sound basis for reporting.
  • You will discuss the model and its outcomes with multiple stakeholders, such as the model owner, model validators, users, data owners, and higher management.
  • You will work closely with your colleagues to discuss modelling decisions, methodologies, and ideas for improvement, while supporting the Product Owner in achieving the team's mission.
About You

You have:

  • A Master's degree or PhD in econometrics, mathematics, physics, or similar.
  • Extensive experience in programming.
  • Basic knowledge of IFRS 9 regulation and/or IRB regulation.
  • At least three years' experience of working in the field of risk modelling, preferably in credit risk.
  • An excellent command of English.
What We Offer

We offer a competitive gross annual salary between €50,393 and €88,210 (scale 9 or 10) based on 36 hours of work per week, including 13th month and holiday allowance. Additional benefits include:

  • 36-hour work week, with options for flexibility.
  • An individual choice budget (IKB) allowing you to customize your benefits package.
  • 208.8 holiday hours on full-time employment.
  • A good collective pension plan.
  • A good work-life balance, with flexible working from home options.
  • A personal training budget of €750 per year.
  • An 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.
  • A vitality program with workshops and coaching for mental and physical health.

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