Risk data specialist

Risk Data Specialist

Zo ziet jouw baan eruit

Hands-on data modelling, stakeholder management and supporting your colleagues, those are the key roles you play as a Medior Modelling Data Engineer. Take the lead in data modelling at a bank where people take centre stage!

What you will do as a Modelling Data Engineer
Leveraging your knowledge of data management and analytics you collect the data for our regulatory capital models. You ensure that the data provided is compliant and meeting the requirements. You will also work on the correct implementation of our regulatory capital in the modelling environment.

You will be part of the Regulatory Capital Model team, which is dedicated to regulatory capital models and credit approval models for the retail mortgages portfolio. You’ll be involved in collecting the data for the development of the models, support the development team in data analysis and data quality checks and enable the implementation of the models in the bank’s production system as a sound basis for reporting. You play an important role in the maintenance of the model database to provide the information for model monitoring. You will need to work with various stakeholders, such as the model developers, model owner, model validators, model users and data owners.

During the modelling process you’ll be working in close collaboration with the model developers to support them in data related questions and analyze to the data to find root causes of data issues.

This is where you will work
The Regulatory Capital Model team is one of the modelling teams within the bank and if after some time you are ready for a new challenge you can move to another team to, for example, learn about IFRS 9 or interest rate risk modelling data. The Regulatory Capital Model team consist of more than 20 colleagues, who are all quantitative professionals sharing a drive to continuously improve our regulatory capital models. People matter to us, which is reflected in our working environment. Because banking with a human touch requires people who enjoy going to work and are truly committed!

And of course it’s not all work. We also enjoy each other’s company outside of work, for a celebratory drink after finishing an important part of work or playing a game to get to know each other better.

Your qualities
You thrive on working in a team and supporting your colleagues, because together we can achieve results that matter. Your eagerness to learn helps you continuously improve your skills and you are happy to share what you’ve learned. Putting your communication skills to good use, you excel in stakeholder management, translating the requirements of model developers, model owners into data solutions.

As a medior you understand what is important within your own team and for your stakeholders. If you see opportunities for improvement, you do not hesitate to make them known. And when the team decides that they are indeed of high value, you take on responsibility for parts of those improvements.

You also have:

• A master’s degree in computer science, data science, econometrics, mathematics, physics or similar.
• At least three years’ experience of working in the field of data engineering, preferably in credit risk.
• Relevant experience with data management, data analytics or data modelling.
• Good understanding of database tooling and query language.
• Familiar with popular modelling environments like Python, Matlab.
• Knowledge of regulations for IRB models is preferred.
• An excellent command of English.

To be sure if you are legally allowed to perform work in the Netherlands for the Volksbank, 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.

This is what you will get from us
This position is in scale 10 with a salary range between €60.382,- and €92.895,- gross annual fixed income (13th month and 8% holiday allowance included) and based on 36 hours workweek. In addition de Volksbank offers interesting and flexible secondary benefits:

• A 36-hour working week, to be flexible divided over the week, for example, 4x9; 
• An individual choice budget, with which you choose when you receive your holiday allowance and 13th month; 
• A good collective pension scheme;
• Working from home is quite normal with us; 
• A personal training budget of €750,- per year, in addition to the standard training opportunities; 
• A budget of €900,- every 5 years to furnish your home office; 
• A NS Business Card and a reimbursement per km if you cycle to work; 
• A bicycle plan to buy a bicycle; 
• The opportunity to get partially paid for voluntary work; 
• A vitality program with workshops and coaching for your mental and physical health.

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, with 1 golden tip: be yourself. We embrace the diversity of all our colleagues and are genuinely curious about you. Upload your motivation and CV via the application button. We will then contact you as soon as possible. For more information about the application procedure, please contact Tijmen Romeijn via tijmen.romeijn@devolksbank.nl.