As an expert, you oversee internal and external developments/initiatives in the field of Model Risk and Credit Risk and translate their impact. You identify business opportunities, you can provide (un)solicited advice on business operations, policy development and implementation. You participate in consultative bodies and ensure that direction and shape can be given to business opportunities.
Your duties and responsibilities include:
- Developing, reviewing and validating (Credit Risk) models;
- Working with various stakeholders and explaining the operation and application of models to internal and external supervisors such as CRM, Business, Risk, ECB, DNB;
- Monitoring models and proactively performing analyses.
- Proposing initiatives aimed at optimizing the development and maintenance process of models;
- You support the business from your expertise in the field of credit risk (processes) with an understanding of the relationship with other disciplines, and you provide integrated advice on the implementation of proposals.
- You share your knowledge and experience and contribute to the vision and strategy of Risk within the bank.
- Acts at WO working and thinking level and has more than 8 years of relevant work experience;
- Has demonstrable credit knowledge, knowledge of Model Risk and knowledge of services and/or processes;
- Experience in data modelling, data preparation and data quality control;
- Knowledge of statistical modelling, and econometric methods, possibly supplemented with data science and experience with statistical techniques.
- You have knowledge of risk management and are focused on mapping/creating awareness and mitigating risks;
- You can draw up proposals to adjust policy and you contribute from your role as risk manager to the assessment of new risk guidelines or models;
- You convince others of points of view and encourage cooperation and agreement for plans and ideas;
- Are focused on collaboration, innovation and achieving goals for the benefit of the customer and bank;
- You have analytical and problem-solving skills and can easily explain these complex matters through good communication and presentation skills;
- You are enterprising, independent, self-critical and persuasive.