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Senior Credit Risk Modeller - De Volksbank

Location: Utrecht
Salary: € 4264 - € 6560 a month
Employment: Full-time


Meet our team on June 8th! On this day we would like to meet with Senior Credit Risk Modellers – to get to know you but also to find out if you could be the new colleague we are looking for. Among other things we will brainstorm about a case and discuss ideas, to give you an idea of what this role would be like within de Volksbank.
If you would like to join us on this day, please let us know in your motivation letter.

Your role

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!

Leveraging your intimate knowledge of risk management and modelling, you translate ever changing regulations into predictive models, which you improve continuously. Your models secure compliance and meet demands of our changing society. An example? The consequences of the prolonged pandemic on our clients’ ability to pay.

You’ll be involved in every step of the credit risk model lifecycle, from methodology development and programming in MATLAB, to implementation in the bank’s production system as a sound basis for reporting. The main models in scope are the IFRS 9 (provisioning) models for retail and SME loans, but the team is also responsible for the consumer and project finance models. To secure approval, you’ll discuss the models with multiple stakeholders, such as the regulator, the model owner, model validator, users, data owners and senior management.

Working in a scrum team dedicated to IFRS models, you’re responsible for more than modelling. You’ll play an active role in coaching your more junior colleagues, with whom you discuss your modelling decisions. While supporting the Product Owner in achieving the team’s mission. And at De Volksbank, you continue to evolve and develop your own full potential, moving to other teams and roles depending on your ambitions and interests.

Next to credit risk models, the scrum team is also responsible for Advanced Analytics models, using the latest modelling techniques you respond to business cases which can originate from anywhere within the bank. This allows you to add value in a bank wide perspective.

Your home base

You will join the seven-strong IFRS & Advanced Analytics scrum team of the Modelling Cluster. Our other modelling scrum teams are responsible for RegCap modelling and ALM modelling. All teams work closely together to secure the bank’s predictive risk modelling capabilities, and join forces when larger model changes are taking place. Your 20+ colleagues are all quantitative professionals sharing a drive to continuously improve our predictive risk models. Together with your colleagues you will also be part of the Data Science Guild in which modellers, data scientists and data engineers share their experience and develop their skills on a broad range of topics.

Your competences

You thrive on working in teams and contributing to the development of your junior colleagues. Because together you achieve results that matter. While your eagerness to learn helps you continuously improve your own skills too. Putting your communication skills to good use, you excel in stakeholder management, convincing regulators and internal users of the value of your models.

You also have:

  • A Master’s degree or PhD in econometrics, mathematics, physics or similar.
  • Intimate knowledge of IFRS regulation.
  • At least five years’ experience of working in the field of credit risk modelling. As a credit risk modeller, or by combining experience of risk modelling with related fields of expertise such as stress testing.
  • Intimate knowledge of MATLAB or a comparable programming language.
  • An excellent command of English.


Do you want to apply? Click on the application button and respond to this vacancy. Please leave your motivation and cv and we will contact you as soon as possible. Questions? You can contact Marielle Jenneskens, Corporate recruiter via


Information and application:


Please send your application for Senior Credit Risk Modeller at De Volksbank in Utrecht including your CV via our website.

Job posted
02 juni 2022
Apply Now
More information:

Questions? You can contact Marielle Jenneskens, Corporate recruiter via

Read all about working at De Volksbank

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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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