Vacatures in Econometrie
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Credit Risk Modeller - NIBC Bank N.V.

Locatie: The Hague

Why would you want to work for NIBC’s Financial Markets Risk?
FMR provides an open, positive and challenging environment for 11 nationalities via a broad range of activities and projects. The team is responsible for the corporate credit risk models, bank-wide stress testing, PD and LGD IFRS9 corporate models, counterparty credit risk modeling (incl. EE, PFE and CVA/DVA) as well as risk and portfolio analysis for our Corporate Banking activities. Within this diverse team, you will have the opportunity to make an immediate impact by playing a lead role in improving and implementing the IFRS9 and Stress testing modelling frameworks. You will have the opportunity to broaden your model development skills as well as closely collaborate with commercial teams, Credit Risk Management, Restructuring & Distressed Assets, Finance and IT.

What should you like and what will you do?

- Modelling

  • Updating and further development of PD and LGD models for IFRS9 impairment calculations and Stress testing
  • Proactively initiate methodological updates in response to changes in regulations
  • Co-leading  the internal and external (ICAAP) stress testing
  • Performing quarterly runs and analysis
  • Knowledge sharing within the team and other stakeholders

- Implementation

  • Translating functional requirements into effective end-to-end solutions
  • Implementing and operationalizing of risk models within the Matlab ecosystem

- Communication

  • Be part of the internal Methodology Advisory Group which is responsible for advising the Risk Management Committee on methodological developments
  • Take part in the discussions with external stakeholders such as DNB, auditors and Global Credit Data
  • Knowledgeable sparring partner for other teams with regards to credit risk modelling;
  • Ongoing liaison with Finance, IT and other credit risk modelers

- Boundary spanning

  • Opportunities to take part in bank-wide projects that span over several knowledge domains and require effective communication at all organizational levels
  • Help steer NIBC in the challenging and dynamic regulatory environment
  • Further modernize and optimize the credit risk modelling process

Who are we looking for?

  • Our ideal candidate is a self-starter and a big picture thinker with attention to detail
  • Minimum 3 years of credit risk modeling experience
  • Experience with risk/regulatory projects, preferably within the credit risk modeling domain
  • Matlab programming skills
  • Background in IFRS 9 modelling is highly preferable
  • Interest in applying Machine Learning in the credit risk domain
  • Good communication skills (English)
  • A positive ‘can do’ mentality; no-nonsense approach/ getting things done efficiently/ making complex things easy to understand

What you will get?

  • A role giving you exposure to various internal and external stakeholders where you will get as much responsibility as you can handle.
  • Opportunity to make a difference and see the direct impact of your work. As a relatively smaller and dynamic firm, NIBC allows you to not only deepen your expertise but also to have a good grip of the bigger picture.
  • Be a member of a diverse international team where collaboration and teamwork are at the core
  • A collegial environment where you can learn from the diverse experience of team members.
  • In addition to excellent (financial) employment conditions you will have ample development opportunities. NIBC is keen to help employees reach their full potential where you will be at the center of your own growth.

Application/ Further information
Applications can only be submitted through our website. Please click on the apply button, fill in the application form and upload your cv and motivation letter. To upload multiple documents, please click the upload button again after uploading a document!

For more information about the procedure you may contact the HRInfodesk at or give us a call at +31(0)70 3429669. For more information about the position please contact Dimitar Mechev at

The Hague

Informatie en sollicitatie:

Direct solliciteren:

Please send your application for Credit Risk Modeller at NIBC Bank N.V. in The Hague including your CV via our website.

Vacature geplaatst op

06 november 2018
Direct Solliciteren

Meer informatie:

For more information about the procedure you may contact the HRInfodesk at or give us a call at +31(0)70 3429669. For more information about the position please contact Dimitar Mechev at

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Argonweg 14
1362 AA Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Nienke Smit   Pieter Lammers
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