Junior Credit Risk Modeller

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Hands-on quantitative modelling, result driven and cooperation with colleagues. Those are the key roles you play as a Junior Credit Risk Modeller. Start your journee in predictive modelling at a bank where people take centre stage!

Increase your 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.

The position

As quantitative analyst and data scientist, you will be involved in every step of the model lifecycle, from methodology and programming to validation and implementation in the bank's production systems as a sound basis for reporting. 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.

You’ll play an active role in the cooperation with colleagues, with whom you discuss 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.

De Volksbank recently adopted an Agile way of working. You will be part of one of the scrum teams responsible for the development and maintenance of the bank's Credit Risk models. The scrum teams are currently focussing on different types of Credit Risk models. One team focuses on IRB models, one on IFRS9 models and one on the Credit Risk Stress Testing model. Depending on the development agenda, focus and topics might change over time. We are currently searching for a junior candidate for the IFRS9 scrum team.

Our other model scrum teams within the Modelling Cluster are responsible for Market Risk Modelling and a model data preparation. Your will have 20-30 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.

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;
  • Affinity with predictive modelling;
  • Willingness of learning on IRB and IFRS9 regulation;
  • Maximum of 2 years’ experience of working in the field of credit risk modelling, stress testing or validation;
  • Knowledge of MATLAB or a comparable programming language;
  • An excellent command of English.

    If you recognize yourself in this role, we encourage you to apply for this position. At De Volksbank we embrace the diversity among our colleagues - we would love to get to know you!

    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.

Vacature informatie

Organisatie: de Volksbank

Locatie: Utrecht

Opleidingsniveau: WO

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