Data Specialist Data Remediation

Credit Risk Model Data SpecialistWant to work as a Credit Risk Model Data Specialist at QRM? Do you enjoy working on challenging risk management issues? Then we are looking for you!Your roleDetermining definitions, hands-on quantitative analyses and stakeholder management. These are the most important activities you fulfil as a Credit Risk Model Data Specialist. Using your vast knowledge of data (analysis), you are responsible for the data that is used in our credit risk models. You also answer questions from stakeholders, such as our reporting department, model validation, (external) auditors and the supervisor.You are pivotal in the web of the credit risk models within the bank. You collaborate closely with colleagues from various departments responsible for development and maintenance of our credit risk models. You are in contact with the Data Warehouse developers that implement our requirements. You regularly sit down with various stakeholders to investigate data or to explain movements in model outcomes and to suggest improvements.As a Credit Risk Model Data Specialist, you:- determine and maintain the definitions for the data attributes of the Risk department;- perform data analysis on model input and model output;- support in user acceptance tests as part of model implementation;- remediate data related issues in the Credit Risk model landscape;- are the point of contact for internal and external stakeholders of the credit risk data.Your home baseYou will become part of the Risk Data Analytics Team in the Regulatory Capital Office within the Quantitative Risk Management division. This team acts as the Data Owner of the credit risk data with a focus on the Regulatory Capital and IFRS9 models within the bank. Your ±10 colleagues have different backgrounds but share the same drive to continuously advance the bank in the field of risk data and models.Your competenciesYou think it is cool to work in a team, but you also get energy from a deep dive into an analysis yourself. You have good communication skills, and you are an expert in stakeholder management. Convincing internal and external control functions is part of your skill set.You also have:- a completed HBO or Master in Economics, Econometrics, Data Science, Mathematics or other quantitative study;- knowledge of statistical models and quantitative methods;- a vast experience in SQL;- experience with data analysis, data structuring and data models;- excellent communication skills in speaking and writing;- at least 3 years of experience in a data related function;- working experience in the financial industry is preferred;- knowledge of Credit Risk regulations (AIRB, IFRS9) is preferred;- knowledge of the Dutch language is preferred.

To be sure if you are legally allowed to perform work in the Netherlands for the ASN bank, you must meet the follow conditions: a valid residence permit, a home address in the Netherlands and a social security number. Unfortunately we do not support relocation activities.

What do we offer?This position is in scale 11 with a salary range between 79.982,00 - 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 workweek schedule.
• 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.

View all our employment conditions here.

About usWe will continue under one brand: ASN Bank. A strong bank, agile and future-proof. We want to make a difference today, so we can take care of people and society tomorrow.

Will you be 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.

We’re happy to continue working with our preferred suppliers. Therefore, we kindly ask employment agencies not to respond to this vacancy.