Senior Credit Risk Modeller

Hands-on quantitative modelling, stakeholder management and coaching junior colleagues, those are the key roles you play as a Senior Credit Risk Modeller. Take the lead in predictive modelling at a bank where people take centre stage!

What you will do as a Credit Risk Modeller

Leveraging your extensive knowledge of risk management and modelling you develop and improve the IRB credit risk models. You ensure compliance and help meet demands of our changing society. An example? Incorporating the impact of climate risk into the credit risk models.

You will be part of the Regulatory Capital models development team, which is dedicated to IRB credit risk models and credit approval models for the retail mortgages portfolio. You’ll 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. To secure approval you’ll discuss the model and its outcomes with multiple stakeholders, such as the Regulator, model owner, model validators, model users, data owners and higher management.

During the whole modelling process you’ll be working in close collaboration with your colleagues, with whom you discuss your modelling decisions, methodologies and ideas for improvement, while supporting the Team Lead in achieving the team’s mission.

This is where you will work

The Regulatory Capital models development team is only one of the modelling teams within the bank and if after some time you are ready for a new challenge you can move to another team to, for example, learn about IFRS 9 or interest rate risk modelling. But before that you will already be meeting with modellers from other disciplines through the modelling knowledge sharing sessions.

The modelling teams in the bank consist of more than 30 colleagues, who are all quantitative professionals sharing a drive to continuously improve our predictive risk models. People matter to us, which is reflected in our working environment. Because banking with a human touch requires people who enjoy going to work and are truly committed!

And of course it’s not all work. We also enjoy each other’s company outside of work, for a celebratory drink after finishing an important part of work or playing a game to get to know each other better.

Your qualities

You thrive on working in a team and contributing to the development of your junior colleagues, because together we can achieve results that matter. Your eagerness to learn helps you continuously improve your skills and you are happy to share what you’ve learned with the team. Putting your communication skills to good use, you excel in stakeholder management, convincing the model owner, model users, model validators and external regulators of the value of our model.

As a senior you understand what is important within your own team and for your stakeholders. If you see opportunities for improvement, you do not hesitate to make them known. And when the team decides that they are indeed of high value, you take on responsibility for those improvements. As a senior it is also expected that you are interested to take a leading role in (part of) the model development process where you guide junior colleagues, keep your Team Lead informed and proactively reach out to stakeholders.

You also have:

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

To be sure if you are legally allowed to perform work in the Netherlands for ASN Bank, you must meet the follow conditions: a valid residence permit, a home address in the Netherlands and a social security number. Unfortunately, we do not support relocation activities.

This is what you will get from us

This position is in scale 11. The salary is between €69.000,- and €106.000,- gross annual fixed income (13th month and 8% holiday allowance included) and based on 36 hours workweek. In addition, ASN Bank offers interesting and flexible secondary benefits:

• A 36-hour working week, to be flexible divided over the week, for example, 4x9; 
• An individual choice budget, with which you choose when you receive your holiday allowance and 13th month; 
• A good collective pension scheme;
• Working from home is quite normal with us; 
• A personal training budget of €750,- per year, in addition to the standard training opportunities; 
• A budget of €900,- every 5 years to furnish your home office; 
• A NS Business Card and a reimbursement per km if you cycle to work; 
• A bicycle plan to buy a bicycle; 
• The opportunity to get partially paid for voluntary work; 
• A vitality program with workshops and coaching for your mental and physical health; 
• A laptop and mobile phone.

About us

De Volksbank with its banking brands SNS, ASN Bank, BLG Wonen and RegioBank will continue under one name: ASN Bank. As such, we can respond more quickly to changes and build an agile and future-oriented bank. A bank that is accessible and committed to our customers and society.

Will you be our new colleague?

Shape (y)our tomorrow, apply today at ASN Bank in Utrecht. Upload your motivation letter and CV, and we will get back to you shortly. The application process consists of two interviews and an assessment. For more information, you can contact [name], corporate recruiter, via Femke Kessler, femke.kessler@devolksbank.nl

We’re happy to continue working with our preferred suppliers. Therefore, we kindly ask employment agencies not to respond to this vacancy.

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