NIBC Bank is looking for a Credit Risk Modeller in the Modelling & Data Analytics team!
Why would you want to work for NIBC's Modelling & Data Analytics (MDA)?
MDA provides an open, positive and challenging environment via a broad range of activities and projects. The team is responsible for the regulatory corporate credit risk models, bank-wide stress testing, PD and LGD IFRS9 corporate models, counterparty credit risk modeling (incl. EE, PFE and CVA/DVA) as well as has a leading role in the ongoing bank-wide transformational change programs. Within our diverse team, you will have the opportunity to make an immediate impact by playing a pivotal role in the implementation of the future model landscape and the redevelopment of the corporate IRB framework. You will have the opportunity to broaden your model development skills as well as closely collaborate with our commercial teams, other risk teams, Finance and IT.
What should you like and what will you do?
- Participate in the redevelopment of the IRB model framework for specialized lending
- (Re-) development of PD model and/or supervisory slotting approach
- Proactively initiate methodological updates in response to changes in regulations
- Proactive role in the hands-on data analysis
- Knowledge sharing within the team and other stakeholders
- Translating functional requirements into effective end-to-end solutions
- Implementing and operationalizing of risk models within the Matlab ecosystem
- Be part of the internal Methodology Advisory Group which is responsible for advising the Risk Management Committee on methodological developments
- Knowledgeable sparring partner for other teams with regards to credit risk modelling;
- Ongoing liaison with Corporate Bank Portfolio Management, Finance, IT and other credit risk modelers
- 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
- Further modernize and optimize the credit risk modelling process
Who are we looking for?
- Our ideal candidate is a self-starter and a big picture thinker with attention to detail
- Minimum 3 years of relevant credit risk modelling experience
- Experience with risk/regulatory projects, preferably within the credit risk modeling domain
- Matlab and/or Python programming skills
- Background in IFRS 9 modelling is preferable
- Good communication skills (English)
- A positive 'can do' mentality; no-nonsense approach/ getting things done efficiently/ making complex things easy to understand
What you will get?
- 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 where collaboration and teamwork are at the core
- A collegial environment where you can learn from the diverse experience of team members.
- In addition to excellent (financial) employment conditions you will have ample development opportunities. NIBC is keen to help employees reach their full potential where you will be at the center of your own