Leading Senior Stress Test Modelling

Lead stress test modelling and strengthen risk management at a strategic level!

We are seeking an exceptional Leading Senior Stress Test Modelling professional to head our dynamic team of Model Developers within the Provision and Stress Test Modelling Department. As part of the Risk Function, you'll play a pivotal role in ensuring our robust risk management framework and regulatory compliance.

What will you do?

• Lead and inspire a talented team of 7 model developers, fostering innovation and technical excellence
• Develop and enhance sophisticated stress testing models and methodologies
• Drive strategic initiatives in stress test modelling, ensuring regulatory compliance and business alignment
• Champion best practices in model development, validation and governance
• Collaborate cross-functionally with risk management, finance, and business teams
• Stay ahead of industry trends in stress testing methodologies and regulatory requirements
• Mentor and develop team members, supporting their professional growth and career development
• Present findings to senior management and regulatory bodies

This is where you'll work

As Lead Senior Stress Test Modelling you will lead our dynamic team of Model Developers within the Provision and Stress Test Modelling Department

Your qualities

• Advanced degree in Quantitative Finance, Economics, Mathematics, Statistics, or related field
• 7+ years of experience in stress testing, credit risk modelling or quantitative risk management
• Proven leadership experience managing technical teams in a banking environment
• Expertise in stress testing frameworks (ICAAP, ILAAP, EBA guidelines)
• Excellent analytical and problem-solving abilities
• Strong communication skills & Project management with ability to translate complex models to stakeholders
  

This is what you get from us

This position is in scale 12 with a salary range between € 95.307,78 and € 127.077,04  gross annual fixed income (13th month and 8% holiday allowance included) and based on 36 hours workweek. In addition, you can count on:

• A flexible 36-hour work week
• 208.8 hours of leave based on full-time employment regardless of your age
• An excellent collective pension scheme
• €750 per year for personal development (can be saved up to €3,000)
• Every 5 years a budget of 900 euros to furnish your home office
• NS Business Card for public transport and and a compensation per km if you cycle to work

View all our employment conditions here:

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.

Become our new colleague

Shape (y)our tomorrow, apply today at ASN Bank in [location]. Upload your motivation letter and CV, and we will get back to you shortly. The application process consists of two interviews and an assessment. For more information, you can contact Monique Visser, corporate recruiter, via Monique.visser@asnbank.nl.

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