IRB Model Owner

ASN Bank; Utrecht; On-site; EUR 79,982 - 106,642; Full time

Benefits offered by this job

Flexible work layout

Thirteenth month salary

208.8 hours of leave

Good pension scheme

Work-life balance

Opportunities for development

Job summary

A leading Dutch financial institution in Utrecht is seeking an IRB Model Owner to manage IRB models, conduct quantitative analyses, and foster stakeholder relationships. The ideal candidate will have a degree in Economics or Mathematics, extensive knowledge of IRB regulations, and a passion for risk management. This full-time position offers a salary between €79,982 and €106,642 annually, with great employee benefits including flexible work arrangements.

Qualifications

• Bachelor’s degree or higher in a relevant field required.
• Thorough knowledge of statistical models and quantitative methods.
• Excellent knowledge of IRB regulations needed.

Responsibilities

• Conduct hands-on quantitative analyses for IRB models.
• Act as first point of contact for IRB model inquiries.
• Perform compliance monitoring and assessment.

Skills

Good communication skills

Stakeholder management

Knowledge of statistical models

Experience in risk environment

Knowledge of IRB regulations

Education

HBO or Master in Economics, Mathematics or similar

Job description

Join to apply for the IRB Model Owner role at ASN Bank

Join to apply for the IRB Model Owner role at ASN Bank

Want to work as a IRB Model Owner at QRM? Do you enjoy researching challenging risk management issues? Then we are looking for you!

What will you do?

Hands-on quantitative analyses, stakeholder management and model ownership. These are the most important roles you fulfil as a IRB Model Owner. Using your excellent knowledge of relevant IRB regulations, and your experience in risk environment, you are responsible for our IRB model. You are first point of contact for the IRB model. You answer questions from various stakeholders such as internal reporting departments or external supervisor. You regularly sit down with these stakeholders to explain the models and the modelling environment. Compliance monitoring is one of the key activities of the team. Your compliance assessment creates valuable insights for internal and external stakeholders.

This is where you'll work

You will become part of the Regulatory Capital Office Team within the Quantitative Risk Management division. This team is responsible for several steps in the IRB model chain. The sub-teams within Regulatory Capital Office work together in various areas so that we as a bank remain in control of our IRB model and data. Your 20 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.
• Excellent knowledge of IRB regulations.
  
  
  
  

What do we offer?

This position is in scale 11 with a salary range between € 79.982,- and € 106.642,- gross annual fixed income (13th month and 8% holiday allowance included) and based on 36 hours workweek. 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.
  
  
  
  

To be sure if you are legally allowed to perform work in the Netherlands for the ASN bank, you must meet the follow conditions: a valid residence permit, a home address in the Netherlands and a social security number. Unfortunately we do not support relocation activities.

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. For more information, you can contact Monique Visser, corporate recruiter, by [e-mail].

We’re happy to continue working with our preferred suppliers. Therefore, we kindly ask employment agencies not to respond to this vacancy.

#hybride

Seniority level

• Seniority level

  Entry level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance, Consulting, and Accounting/Auditing

• Industries

  Banking

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