Senior Quantitative Risk Modeler
3 weken geleden
We are seeking a highly skilled Senior 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, ensuring compliance and accuracy in predicting credit losses.
- Collaborate with stakeholders, including model owners, validators, users, and regulators, to discuss model outcomes and ensure buy-in.
- Work closely with junior colleagues, providing guidance and coaching to help them grow in their roles.
- Contribute to the development of new models and methodologies, staying up-to-date with industry trends and regulatory requirements.
- Master's degree or PhD in econometrics, mathematics, physics, or a related field.
- Extensive experience in programming, preferably in Matlab or Python.
- Intimate knowledge of IFRS 9 regulation and credit risk modelling.
- At least five years' experience in risk modelling, preferably in credit risk.
- Excellent command of English.
- Gross annual salary between €65,821 and €101,264 (scale 11) based on a 36-hour work week.
- 36-hour work week, with flexibility to discuss alternative schedules.
- Individual choice budget (IKB) for vacation allowance and thirteenth month.
- 208.8 holiday hours on full-time employment.
- Good collective pension plan.
- Good work-life balance and flexibility to work from home.
- Personal training budget of €750 per year.
- 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.
- Vitality program with workshops and coaching for mental and physical health.
- Laptop and phone.
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Senior Quantitative Risk Modeler
4 weken geleden
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