IFRS9 Regulatory Specialist (Senior)
IFRS9 Regulatory Specialist will support the modelling team in the interpretation, application and governance of IFRS9 standards. The role involves advising on compliance requirements, and supporting internal reviews, audits and regulatory discussions.
What will you do?
In this role you will:
- Provide expert guidance to the modelling team on the application of IFRS9 requirements
- Monitor changes to IFRS9 and relevant regulations, assess their impact on modelling approaches and communicate implications to relevant stakeholders
- Review ECL model methodologies to ensure regulatory compliance and consistency with accounting standards
- Collaborate with credit risk, finance, audit and regulatory reporting teams to ensure a consistent application of IFRS9 principles
- Support the preparation of regulatory submissions, including model documentation, self-assessments, gap analyses, and internal validation results
This is where you work
The Backbone Risk Modelling (BRM) department is setting the foundations for the risk modelling teams. This is ensuring that there is proper modelling and data infrastructure available, for the bank’s critical risk models. Furthermore, the team will provide support for model design, model methodology and regulatory compliance. The BRM department is part of the division Quantitative Risk Management (QRM) and the director of the QRM division is reporting to Chief Risk Officer. You will be a part of a multidisciplinary team, working closely with model developers, risk managers, IT specialists, auditors and validators to ensure end-to-end control of the modelling lifecycle.
Your qualities
- Master’s degree in Finance, Risk Management, Economics, Law, or related quantitative or regulatory field
- 8+ years of experience in IFRS9 model development, credit risk management or regulatory reporting within banking or financial institution
- Strong knowledge of IFRS9 impairment requirements, ECL methodologies (PD, LGD, EAD) and familiarity with Basel IV/CRR3 frameworks
- Proven ability to interpret complex regulatory standards and communicate practical guidance to relevant stakeholders
This is what you get from us:
This position is in scale 11 with a salary range between € 79.982- and € 106.642,67- gross annual fixed income (13th month and 8% holiday allowance included) and based on 36 hours workweek. In addition, you can count on:
- Flexible layout (or Flexible workweek schedule OR A 36-hour working week, to be flexible divided over the week.
- Holiday allowance and a thirteenth month.
- 208.8 hours of leave based on full-time employment regardless of your age.
- A good collective pension scheme.
- Good work-life balance and we are flexible in working from home.
- Good opportunity to continue developing yourself.
About us
ASN Bank is an accessible and forward-looking bank with an eye for people, society and the future. We sustainably contribute to financial solutions for our customers while addressing Dutch societal issues. We pay particular attention to sustainability, financial wellbeing and good housing. As a bank, we combine the convenience of secure mobile banking with the power of personal advice. Thanks to our nationwide network of branches, we are also physically close by when it matters.
Will you become 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.
