Medior Credit Risk Modeller

Zo ziet jouw baan eruit

Hands-on quantitative modelling, stakeholder management and cooperation with colleagues. Those are the key roles you play as a Medior Credit Risk Modeller. Excel in predictive modelling at a bank where people take centre stage!

Leveraging 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 a role in the development 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.

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 medior candidates for all Credit Riks scrum teams.

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;
  • Basic knowledge of Stress testing, IFRS regulation and/or IRB regulation;
  • 3-5 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 or validation;
  • Basic knowledge of MATLAB or a comparable programming language;
  • An excellent command of English.

What you get from us?
The salary for this position is between €3.939 and €6.061 gross per month based on 36 hours work week. In addition, you can count on:

  • 36-hour work week, for example 4x9;
  • An individual choice budget (IKB), you can choose when you receive your vacation allowance and thirteenth month;
  • Good collective pension plan, with a Volksbank contribution of 22.5% of the salary;
  • Working from home is quite normal;
  • Personal training budget of 750 euros per year, in addition to the standard training opportunities;
  • Home office allowance of 40 euros net per month and every 5 years a budget of 900 euros to furnish your home office;
  • NS Business Card and a compensation per km if you cycle to work;
  • Bicycle plan to purchase a bicycle at a low cost;
  • Partially paid voluntary work;
  • Vitality program with workshops and coaching for your mental and physical health;
  • Laptop and phone.

Will you be our new colleague?
We warmly invite you to apply. And one golden tip: be yourself. We embrace the diversity of all our colleagues and we would love to get to know you!.

Upload your motivation and resume by the application button. We will contact you as soon as possible. For more information about the application process, please contact Nancy van de Wiel, corporate recruiter, via WhatsApp +31612744063 or

Wij werken op een prettige manier samen met een aantal preferred suppliers. Acquisitie wordt daarom niet op prijs gesteld.

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Vacature informatie

Organisatie: de Volksbank

Locatie: Utrecht

Opleidingsniveau: WO


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