Expert Credit Risk Management(EN)

Van Lanschot Kempen; Amsterdam; Hybrid; EUR 61,000 - 78,000; Full time

Benefits offered by this job

Hybrid work model

Competitive salary

Pension plan

Home office allowance

Sabbatical/leave options

Job summary

Van Lanschot Kempen seeks an Expert Credit Risk Modelling professional to own and advance IRB modelling capabilities within our Quantitative Modelling team. You will develop robust credit risk models from inception to implementation, engaging with internal stakeholders and regulators.

You bring a quantitative MSc and 5+ years of experience, with strong Python/R/SQL skills, and you can communicate complex results clearly in English to the board and audit teams.

Qualifications

• MSc in quantitative field with strong modelling background.
• 5+ years in a similar role developing IRB statistical models.
• Strong programming skills in Python, R, SQL and Git.
• Experience with regulator Internal Model Investigations (IMIs) or on-sites.
• Excellent communication skills and English proficiency.

Responsibilities

• Developing credit risk models from inception to implementation.
• Discussing and challenging modelling methodologies/results with colleagues.
• Monitoring the models and analysing trends in the data.
• Leading discussions with internal and external stakeholders such as Model Validation, Internal Audit, and De Nederlandsche Bank.
• Improving processes and contributing to our internal code library.

Skills

Python

R

SQL

Git

Communication

English proficiency

Education

Quantitative MSc (Econometrics/Math/Physics/Actuarial)

Job description

Create your own future

As Expert Credit Risk Modelling you will be responsible for all quantitative models used to quantify credit risk within the bank. Because we are a relatively small private wealth manager, your role is very diverse and you will have the opportunity to really make an impact. The diversity of the role ranges from developing models in Python and R to having discussions with our Board of Directors, De Nederlandsche Bank and our auditor on macroeconomic developments.

Data and coding are central to your work. You enjoy getting to the bottom of complex data and understand that strong modelling starts with deep knowledge of what lies under the numbers, Using your knowledge of statistical methods and your coding skills you translate insights into robust, accurate models that help us quantify credit risk to make better informed decisions.

That is what you will use your talents for as Expert Credit Risk Modelling at Van Lanschot Kempen.

Within the Quantitative Modelling department we have short lines of communication, and a flat hierarchy which means that ideas can be discussed, formalized and implemented quickly, and you can even be requested to present your results to our Executive Board. This position gives you the opportunity to be part of a great company with an entrepreneurial culture where we highly value a personal, respectable and specialized approach,

• Developing credit risk models, from inception to implementation.
• Discussing and challenging modelling methodologies/results with colleagues.
• Monitoring the models and analysing trends in the data.
• Leading discussions with internal and external stakeholders such as Model Validation, Internal Audit, and De Nederlandsche Bank.
• Improving processes and contributing to our internal code library.

Your talents

Result-driven, proactive and resourceful. This is how we can best describe you as our new Expert Credit Risk Modelling. Furthermore, you know how to take ownership of your work and deliver independently, while also recognizing when to involve others or ask for support. You feel comfortable communicating your findings clearly to various stakeholders and team members. With your sense of responsibility, drive and pragmatism you are well equipped to succeed in the dynamic modelling landscape of Quantitative Modeling.

You also have:

• A quantitative MSc degree like: Econometrics, Mathematics, Physics or Actuarial Science;
• 5+ years of experience in a similar role with experience in developing IRB statistical models;
• strong programming skills and coding discipline, preferably in Python, R, SQL and git;
• experience in regulator (DNB) Internal Model Investigations (IMIs) or on-sites;
• strong communication skills;
• strong mastery of English, both oral and written.

Move ahead at Van Lanschot Kempen

Investing in a more future-oriented, sustainable, and data-driven way with various clients. Both nationally and internationally. With nearly 300 years of experience, we make this ambition a reality at Van Lanschot Kempen. We do this with some 2,300 colleagues in various fields of expertise.

Quantitative Modeling consists of 15 colleagues representing seven nationalities across three closely collaborating teams: Data, IRB and IFRS 9. We work in an open and supportive culture, where we learn from experience, share knowledge and help each other grow. Together, we continuously improve how we deliver on our responsibilities and contribute to the bank’s risk management capabilities. The team reports to the Director of Financial Risk Management, who reports directly to the CRO.

An organisation's degree of innovation and agility also depends on the diversity of its workforce. Our differences make us stronger together. We promote an inclusive work environment where all colleagues feel at home. With us, you can be yourself. And we are proud of that.

Curious about the stories of colleagues and how they experience working at Van Lanschot Kempen? Go to our Podcast series to hear what our colleagues have to say

That's what we do! The fact is, if you add value, you can expect the same from us in return. A good work-life balance with our 'hybrid way of working' is a good example of this. As Expert Credit Risk Management you can also count on:

• A gross monthly salary between € 5.500 and €7.000, commensurate with your knowledge and experience.
• An additional flexible budget of 19.46% of your gross salary (containing a 13th month, 8% holiday allowance & 7 extra legal leave days) You can utilize this by buying a bike, monthly gym membership, but also to save up for a sabbatical! It’s also possible to get the full budget paid out at any moment in the year.
• 27 leave days of which 7 are part of the flexible budget. (for regular contract);
• working from home allowance and equipment
• customised leave arrangements for certain life events, such as grandparental leave, transition leave, bereavement leave, etc.
• 1 month fully paid when you take a sabbatical of 3 months or longer.
• a travel allowance or NS Business Card to support your commute, with green options such as cycling and walking encouraged and reimbursed.
• the option of exchanging national public holidays for religious holidays.
• a babysitting budget for working parents with kids in the age category 0 -12 years.
• a market competitive pension scheme. The exact contribution is based on your salary and age, generally, most people can expect around 20% contribution, which 4% is employee contribution.
• a number of communities and events throughout the year, communities such as Young Professionals, Women, International, Pride, Sustainability, Sports clubs etc.
• Dutch and English language courses.

And we have many other employment benefits ready for you.

Discover all the benefits of working at Van Lanschot Kempen.

Please respond by September 30th.

Do you have any questions? Get in touch with Jacco Muller, Executive Director Modeling via [e-mail]