Business Lead Provisions & Stress Test Modelling

Business Lead Provisions & Stress Test Modelling

We are looking for a head of department (“lead”) of our newly formed Provisions & Stress Test Modelling (PSM) department. The PSM department designs, develops and implements, IFRS9, stress testing and economic capital models.

What will you do?
As the lead, you are end-to-end accountable for the change processes of these model developments, as well as for integrated Human Resource management for colleagues working in the PSM department. You are guiding three leading seniors who are organizing and steering on a daily basis the three teams within the department. Your role focusses on prioritization for the medium term, formulating long term strategy for department management and setting vision for the development of these models.

This is where you'll work
The PSM department is one of the six departments in the Quantitative Risk Management (QRM) division. QRM is responsible for facilitating quantitative approaches (such as models) as a first line function within the CRO domain. The PSM department closely collaborates with other departments within QRM. In particular, the PSM department works with the Regulatory Capital Models (RCM) department which has a similar role with respect to Internal Rating Based models, and with the Backbone Risk Modelling (BRM) department which builds fundamental solutions on which various models are based. The Credit Provisions Office (CPO) department is the model owner and main user of IFRS 9 models. Similarly, the Integrated Risk Management (IRM) department is the user and model owner for the Stress Test and Economic Capital Models. Technical Engineers are allocated from the Data Domain to work with the PSM teams on data extraction solutions and model implementation.

Way of working
The QRM division has a way of working to revolves around the management of “epics” that are allocated to and managed by leading seniors. Leading seniors escalate to you whenever they cannot manage the challenges on the epics within their teams and with their stakeholders. As the lead and you escalate to MT QRM and the director QRM. Progress and status are recorded in online tooling and presented in a physical Obeya Room.Currently the teams are working on the finalization of IFRS 9 model implementations, as part of a larger project with major deliverables in Q4 2025. At the same time new initiatives have recently started which focus on deliverables in 2026.

Responsibilities

• You are accountable for the delivery of solutions within the scope of the PSM department.
• You directly manage 20-25 colleagues with a focus on their personal growth.
• You organize the PSM department, in particular through leading the leading seniors.
• You are a member of the Management Team of QRM.
• You participate in Steering Committees of relevant projects.
• You cooperate with other leads within QRM to ensure effective and efficient functioning of QRM.
• You ensure with the lead Engineer that colleagues work with the same prioritization and vision.
• You manage resources allocated to the department.
• You prioritize the efforts of the teams on the basis of epic planning.
• You cooperate with a wide range of parties in the Bank.

Leadership
As a lead, you are decisive, result-oriented and entrepreneurial. You inspire, stimulate ownership and build strong teams. With transparent communication and a people-oriented approach, you create an environment in which employees grow and excel. You are a role model of our core values – Honest, Personal and Entrepreneurial – and thus contribute to the success of our team and the organization.Your qualities

• Academic (WO) degree in a relevant subject.
• 10-15 year work experience in a comparable context.
• 2-5 year experience in a similar management position.
• Ability to coach and manage colleagues on skills and content knowledge.
• Fitting leadership style to help improve the organization.

What do we offer?
This position is in scale 13 with a salary range between €91.396,- and €140.609,- 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.

About us
We are working on a new future for de Volksbank, the company of the four bank brands: SNS, ASN Bank, RegioBank and BLG Wonen. We are bringing our brands together under one strong and familiar brand, ASN Bank, thus strengthening our organization commercially and operationally. We are building a future-proof, strong bank committed to people and society.

Will you be our new colleague?
We cordially invite you to apply for this position at de Volksbank in Utrecht. Upload your motivation and resume. We will contact you as soon as possible. For more information about the application procedure, please contact Nancy van de Wiel, corporate recruiter, by nancy.vandewiel@devolksbank.nl

The application procedure consists of 2 interviews and assessments.

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