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Lead Modeller Credit Modelling & Portfolio Analysis - NIBC Bank N.V.

Locatie: The Hague
Within ourdiverse team, you will have the opportunity to make an impact from day one playing a lead role in the further development and managing of the corporate credit rating model under the AIRB approach.

Summary: 
NIBC is looking for a Lead (Senior) Credit Risk Modeller for the Credit Modelling & Portfolio Analysis team.

Job Description:
Why would you want to work for NIBC’s Credit Modelling & Portfolio Analysis?

Credit Modelling & Portfolio Analysis is part of Risk Management and performs a broad range of activities. The team is responsible for bank-wide corporate credit rating models as well as risk and portfolio analysis in relation to our Corporate Banking activities. Within this diverse team, you will have the opportunity to make an impact from day one playing a lead role in the further development and managing of the corporate credit rating model under the AIRB approach. Credit Modelling & Portfolio Analysis is part of Financial Markets Risk where you have the opportunity to broaden your model development skills as well as be exposed to many teams within the bank.

What will you do?

  • As the lead for corporate credit modelling you will responsible for the corporate credit model landscape including methodologies and policies. This includes the overall coordination:
    • Model development and further enhancement of the PD/LGD/EAD models, model maintenance and support as well as incorporating new policies and regulations within the models.
    • Annual backtesting and updates of the various parameters as well as periodic benchmarking with external rating sources.
  • Providing advisory services on internal corporate ratings to business and risk colleagues.
  • Managing databases in support of our data collection and analysis efforts whereby both internal and external data play an integral role in our model development.
  • Collaborate with team members and model users to optimise and address improvements within the modelling environment.
  • Involvement in IFRS 9 modelling, participation in other projects and communication and interaction with several external stakeholders (DNB, GCD).

What will you need?

  • At least 5 years’ experience in a (credit) risk modelling environment and experience working in multidisciplinary projects.
  • Practical experience with regulatory requirements (BIS, EBA, CRD, IFRS) with a focus on Basel models.
  • You are able to work with a range of data modelling software (VBA, Matlab) as well as link various internal and external stakeholders where you are not afraid to share your opinion.
  • Strong problem solving and communication skills where you are able to explain complex material in a digestible form.
  • You are able to organise, monitor and coach (junior) colleagues.
  • An eye for detail and the importance of having good quality data.
  • A can-do mentality where you are able to execute projects and tasks independently.
  • A flexible attitude able to work in a dynamic entrepreneurial environment.
  • A good sense of humour.
  • Our purpose is to make a difference at decisive moments for our clients. The inventiveness of our solutions often determines our ability to do this. And inventive ideas arise from diverse teams. We are therefore looking for people with different profiles and who want to contribute to the openness and inclusiveness of our culture. To increase our professionalism we also focus on giving each other continuous feedback. A high performance culture can only be sustained with talented individuals who are always ready to take the next step to grow. See also: https://www.nibc.com/about-us/our-purpose-and-corporate-values/

What you will get?

  • A lead role giving you exposure to senior management where you will get as much responsibility as you can handle.
  • Opportunity to make a difference where you can see the direct impact of your work. This is the benefit of a smaller dynamic firm where you will not work on a tiny piece of a huge complex puzzle within a big corporation.
  • 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 centre of your own growth.

NIBC is a relatively small bank with a very dynamic and informal culture. You will have a direct impact on both the bank and its clients. Being the lead modeler for corporate credit modelling at NIBC will give you substantial responsibilities, direct exposure to senior management and enable you to understand how the bank works. This is a unique opportunity in which you can best showcase your talents. Furthermore we nurture our entrepreneurial and inventive culture by providing modern flexible devices and working spaces. You can therefore work where and when you want which improves your performance and work-life balance.

Apply
Do you recognise yourself in this profile and are you eager to join our team? Please apply by submitting your CV and motivation letter through our website. Please click on the apply button and fill in the application form and upload your cv and motivation letter. To upload multiple documents, please click the upload button again after uploading a document! An assessment can be part of the application procedure

For more information about the procedure you may contact the HRInfodesk at askhr@nibc.com or give us a call at +31(0)70 3429669. For more information about the position please contact Andrew Lynch (Head of Credit Modelling & Portfolio Analysis) at Andrew.Lynch@nibc.com 

Location:
The Hague

Information and application:

Apply:

Please send your application for Lead Modeller Credit Modelling & Portfolio Analysis at NIBC Bank N.V. in The Hague including your CV via our website.

Job posted

03 juli 2018
Apply Now

More information:

For more information about the procedure you may contact the HRInfodesk at askhr@nibc.com or give us a call at +31(0)70 3429669. For more information about the position please contact Andrew Lynch (Head of Credit Modelling & Portfolio Analysis) at Andrew.Lynch@nibc.com 

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Argonweg 14
1362 AA Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Nienke Smit   Pieter Lammers
Nienke Smit
n.smit@careerguide.nl
06-41454957
  Pieter Lammers
p.lammers@careerguide.nl
06-41454956
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