A-IRB Credit Risk Modeler

NIBC

  • Den Haag, Zuid-Holland
  • Vast
  • Voltijds
  • 1 maand geleden
  • Versneld solliciteren
Summary:NIBC is looking for an A-IRB Credit Risk Modeler for our Modeling & Data Analytics team!Job Description:What will you do?Model developmentParticipate in the all stages of redevelopment of A-IRB credit risk models for our mortgage loan portfolios;Have a key role in risk data analysis and methodology updates in response to strategic portfolio developments and changes in regulations.Model maintenancePerform regular model runs;Support the regular model monitoring and related remediation process.CommunicationBe part of the internal Methodology Advisory Group which is responsible for advising the Risk Management Committee on methodological developments;Be a knowledgeable sparring partner for other teams with regards to credit risk modeling;Facilitate ongoing liaison with Portfolio Management, Finance, IT and other credit risk modelers;Be actively involved in discussions with Model validation, internal and external audit, and the regulator.Boundary spanningHave opportunities to take part in bank-wide projects that span over several knowledge domains and require effective communication at all organizational levels;Help steer NIBC in the challenging and dynamic regulatory environment.Your teamMDA offers an open, positive, and challenging environment through a diverse range of activities and projects. You'll join a highly dynamic and educated team at the heart of various processes. Our team is responsible for IRB and IFRS9 credit risk models, bank-wide stress testing as well as ESG, hedge accounting and counterparty credit risk modelling. The team also plays a leading role in the ongoing bank-wide transformational change programs.As part of our team you will assume substantial responsibilities and gain extensive exposure. You will have the opportunity to refine and enhance your model development skills while working closely with our commercial teams, other risk departments, Finance, and IT.Join us and make an immediate impact by leveraging your expertise—whether in statistical analysis, regulatory compliance, or technical insights—to further enhance our A-IRB model framework.NIBC as employerFounded in 1945 to finance the visionary entrepreneurs who helped rebuilding the Netherlands after the second World War, NIBC was closely collaborating while professionally supporting companies and individuals in realizing their dreams and goals with a sustainable future in mind. As a midsize bank with a multicultural working environment that is best described as dynamic and ambitious, we share a forward-thinking, can-do attitude with our employees and clients which we call our THINK YES mentality. Our corporate values are Professional, Adaptive, Collaborative and Entrepreneurial. You will have a direct and meaningful impact on both the bank and its clients. By building our company on optimism and mutual trust, and with our THINK YES mentality, NIBC is an enterprising bank that enables ambitions.What’s in it for you?A role giving you exposure to various internal and external stakeholders where you will get as much responsibility as you can handle.Opportunity to make a difference and see the direct impact of your work. As a relatively smaller and dynamic firm, NIBC allows you to not only deepen your expertise but also to have a good grip of the bigger picture.Be a member of a diverse international team (8 nationalities so far) where collaboration and teamwork are at the core.A collegial environment where you can learn from the diverse experience of team members.What’s in it for you?NIBC provides an ambitious environment where together we strive to create a fantastic workplace in which you feel safe and challenged to be the best version of yourself. This is in line with Professional, Adaptive, Collaborative and Entrepreneurial, since you are in the lead of setting the PACE of your career at NIBC. In addition you receive a competitive salary, plus:
  • Several ways to support your development personally and professionally, ao: personal development budget, to spend at your own discretion, professional budget provided by your manager, to develop yourself in your work, in-house learning offering;
  • NIBC embraces the Hybrid way of Working. This means that we support working from home as well as encourage our colleagues to come to the office. NIBC's guideline is to spend at least half of the working time at the office;
  • Travel expenses or NS Business Card 1st class;
  • 32 vacation days (which do not have to be registered);
  • Excellent pension scheme (26% NIBC contribution);
  • A voucher to improve your home office;
  • The opportunity to take ownership and show initiative in your role. We are always open to new ideas, and encourage to use your voice;
  • The nature of our Grow to Make a Difference program enables you to be in charge of your own development;
  • Two staff associations: YoungNIBC and MyLeisure;
  • Vitality program, annual company-wide sports & leisure days;
  • Monthly internet allowance;
  • Laptop and a company phone;
  • Excellent facilities at the office (Coffeecorner, Restaurant, Exchange bar);
  • Last but not least, a fun workplace in which diversity and inclusion is valued (click
).What do you bring?You are a self-starter and a big picture thinker with attention to detail;You have at least 3 years of risk modelling experience including at least 2 years of A-IRB credit risk modelling experience (preferably in the domain of mortgage loans);You enjoy programming and have good programming skills in Python and SQL;You have good communication skills (English);You enjoy challenges in a dynamic work environment.Still intrigued?Click the apply button now! To upload multiple documents, click the upload button again after uploading a document. An assessment will be part of the application procedure. For more information about the recruitment procedure or NIBC as employer you may contact our HR Servicedesk via AskHR@nibc.com.Applications via email will not be taken into consideration.

NIBC