IFRS9 Model Monitoring Specialist
Want to work as a IFRS 9 Model Monitoring Specialist at QRM? Do you enjoy researching challenging risk management issues? Then we are looking for you!
What will you do?
As a IFRS 9 Model Monitoring Specialist, you'll handle hands-on quantitative analyses, stakeholder management and model ownership. You're responsible for monitoring our IFRS 9 models and answering questions from stakeholders including internal reporting departments, external auditors and supervisors.
You'll regularly analyse data to understand model movements, suggest improvements, and explain results to various stakeholders. As delegated model owner, you'll create monitoring reports that provide valuable insights for internal and external stakeholders.
Your key responsibilities include model performance monitoring, proactive management and remediation of model findings, and supporting user acceptance testing during model implementations. You'll be the main point of contact for internal and external control functions on all model monitoring matters.
This is where you'll work
You will become part of the Credit Provisions Office Team within the Quantitative Risk Management divisions. This team is responsible for the provisions and underlying provision models. These sub-teams work together in various areas so that we as a bank remain in control of our IFRS 9 models and data. Your colleagues have different backgrounds, but share the drive to continuously advance the bank in the field of risk data and models.
Your qualities
You think it is cool to work in a team, and also to dive deep into something yourself. You have good communication skills and get energy from good stakeholder management and convincing internal and external control functions.
You also have:
- A completed HBO or Master in Economics, Mathematics or similar study
- Thorough knowledge of statistical models and quantitative methods
- Matlab/Python (or similar) programming skills
- Experience with data gathering techniques (via SQL)
- At least two years’ experience with either developing, validating or model monitoring of IFRS 9 models
- You speak and write the English language fluently
This is what you get from us
This salary range for this position is between 53.832,24 and 71.776,32 gross annual fixed income (13th month and 8% holiday allowance included) and based on 36 hours workweek. Salary will be determined depending on your knowledge and experience.
In addition, you can count on:
- Flexible layout with, for example, 4x9.
- 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 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.
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.
