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.
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.
Interested?
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 marielle.jenneskens@devolksbank.nl.