Senior Quantitative Risk Modeller

3 weken geleden


Utrecht, Utrecht, Nederland de Volksbank Voltijd

De Volksbank: A Hub for Quantitative Modelling

As 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 Responsibilities

  • Develop and improve IFRS 9 credit risk models to make best-estimate predictions of credit losses.
  • Ensure compliance and help meet demands of our changing society.
  • Involve in every step of the risk model lifecycle, from methodology development and programming a prototype, to implementation in the bank's production system.
  • Discuss the model and its outcomes with multiple stakeholders, such as the model owner, model validators, users, data owners, and higher management.

About the Team

You will be part of a scrum team dedicated to one of the IFRS 9 credit risk models. The team is responsible for developing and maintaining predictive risk models, and you will work closely with your colleagues to achieve the team's mission.

Requirements

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

What We Offer

  • A gross annual salary between € 65.821 and € 101.264 (scale 11) based on 36 hours work week.
  • 36-hour work week, for example 4x9, 32 hours can be discussed.
  • An individual choice budget (IKB), you can choose when you receive your vacation allowance and thirteenth month.
  • 208.8 holiday hours on full-time employment.
  • Good collective pension plan.
  • Good work-life balance and we are flexible in 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 a compensation per km if you cycle to work.
  • Bicycle plan to purchase a bicycle at a low cost.
  • Partially paid voluntary work.
  • Vitality program with workshops and coaching for your mental and physical health.
  • Laptop and phone.


  • 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

    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 de Volksbank Voltijd

    Key ResponsibilitiesAs a Senior Quantitative Risk Modeller at de Volksbank, you will be responsible for developing and improving IFRS 9 credit risk models. Your key responsibilities will include:Developing and implementing predictive modelling techniques to estimate credit lossesCollaborating with stakeholders to ensure compliance with regulatory...


  • 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...


  • 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...

  • Credit Risk Modeller

    2 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...

  • Credit Risk Modeller

    4 weken geleden


    Utrecht, Utrecht, Nederland de Volksbank Voltijd

    Job Description:As a Medior Credit Risk Modeller at de Volksbank, you will play a key role in developing and improving IFRS 9 credit risk models. Your primary responsibility will be to leverage your knowledge of risk management and modelling to create predictive models that make best-estimate predictions of credit losses. This will involve working closely...

  • Credit Risk Modeller

    3 weken geleden


    Utrecht, Utrecht, Nederland de Volksbank Voltijd

    About the RoleWe are seeking a skilled Credit Risk Modeller to join our team at de Volksbank. As a Credit Risk Modeller, you will play a key role in developing and improving our IFRS 9 credit risk models.Key ResponsibilitiesDevelop and improve IFRS 9 credit risk models to make best-estimate predictions of credit losses.Ensure compliance with regulatory...


  • 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

    Company Overviewde Volksbank, the parent company of SNS, ASN Bank, RegioBank and BLG Wonen, is a leading financial institution in the Netherlands.SalaryThe gross annual salary for this position is between €65,821 and €101,264 (scale 11) based on a 36-hour work week.Job DescriptionAs a Senior Credit Risk Modeller, you will play a key role in developing...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    Join Our Expertise Center Risk TeamWe are seeking a highly skilled Senior Financial Risk Manager to join our Expertise Center Risk team at de Volksbank in Utrecht. As a key member of our second line department, you will be responsible for reviewing proposals, applying rules and regulations, and setting risk appetite standards.Your Key ResponsibilitiesReview...


  • 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...

  • Credit Risk Modeller

    4 weken geleden


    Utrecht, Utrecht, Nederland de Volksbank Voltijd

    About the RoleWe 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 ResponsibilitiesDevelop and improve IFRS 9 credit risk models to make best-estimate predictions of credit losses.Ensure compliance with...


  • 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 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 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...

  • Credit Risk Modeller

    2 weken geleden


    Utrecht, Utrecht, Nederland de Volksbank Voltijd

    Werk bij onsWij zijn op zoek naar een Junior Credit Risk Modeller voor onze afdeling Credit Risk. Jij bent een analytische en resultaatgerichte professional die graag wil bijdragen aan het verbeteren van onze predictive risk models.De rolAls Junior Credit Risk Modeller zal jij een actieve rol spelen in de ontwikkeling en onderhoud van onze predictive risk...


  • 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

    About de VolksbankDe Volksbank is a bank where people take center stage. As an ALM Modeller, you have a unique view of the activities of de Volksbank. You have very diverse contacts within the bank, including Balance Sheet Management, Financial Markets, and Model Validation.The gross annual salary for this position is between € 57.336 and € 88.210 (job...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    Rol van Senior Risk Manager KlantintegriteitSamenvattingAls Senior Risk Manager Klantintegriteit zorg je voor het beperken van de risico's van financieel-economische criminaliteit bij de Volksbank in Utrecht. Je draagt bij aan de uitvoering en monitoring van de SIRA Klantintegriteit en eerstelijns Risk Control Framework (RCF).VerantwoordelijkhedenUitvoeren...