Senior Risk Modelling Data Analyst

We bieden je

• NS Business card, ook privé te gebruiken
• 13e maand en vakantiegeld
• 27 vakantiedagen en 1 Diversiteitsdag
• Hybride werken

Waarom Nationale-Nederlanden

• Support +20 miljoen klanten
• Sterk Nederlands merk
• Inclusieve werkgever
• Werken aan vitaal Nederland

At NN Bank, we are looking for a highly skilled Senior Risk Modelling Data Analyst to join our Model Factory team. This team is responsible for the historical data collection, supporting the risk modelling activities. As a key member of the team, you will be responsible for collecting, analyzing, restructuring and interpreting the historical data of our mortgage portfolio. In addition, we are currently in the process of rebuilding and integrating our historical dataset into our Azure Data Solution, with the aim of ensuring sustainability and flexibility in the data delivery to our modelling colleagues.

If you have experience in data collection, understand the data needs and usage of risk modelling, and enjoy working in a dynamic, collaborative environment, we strongly encourage you to apply for this exciting position.

What you are going to do

As a Senior Risk Modelling Data Analyst, you will be responsible for translating the data requirements from risk modelling into a comprehensive historical dataset. The main activities that relate to this responsibility are:

• Collecting, analyzing and interpreting the historical source data of our mortgage portfolio from centralized data warehouses
• Writing modular code to structure the source data into a historical data model that includes the relevant characteristics, derived risk drivers and consistent definitions (e.g. default, loss)
• Providing support in the development and maintenance of risk models by offering detailed explanations of data specifics and appropriate usage
• Analyzing the result data and identify data quality observations that will be logged and monitored in cooperation with the data stewards
• Communicating complex data analysis results and technical concepts to non-technical stakeholders, including senior management and regulatory bodies
• Staying up-to-date with the latest developments in data analytics, risk management, and regulatory requirements relevant to banking and the Dutch mortgage portfolio

What we offer you
NN invests in an inclusive, inspiring work environment and in skills and competences for the future. We match this with employee benefits that are in line with what is needed today and in the future. This way, we offer our employees the opportunity to get the best out of themselves. We offer you:

• Salary between €5,597 and €7,996 depending on your knowledge and experience based on 36 hours per week
• 13th month and holiday allowance are paid with your monthly salary
• 27 vacation days for a 5-day working week and one Diversity Day
• A modern pension administered by BeFrank
• Plenty of training and learning opportunities
• NS Business Card 2nd class, which gives you unlimited travel, also privately. Do you prefer to travel with your own transport? Then you can declare the kilometers travelled
• Allowances for setting up your home office and for internet use

We work hybrid at NN. Together with your team, you decide where, how and when you work. The official location of this job is The Hague.

Who you are

You have strong analytical skills and can see the big picture. You have excellent communication skills to connect with different stakeholders and make complex matters accessible and applicable in practice. Additionally, you have the following qualifications:

• A Bachelor’s or Master’s degree in Economics, Finance, Information Systems or a quantitative field
• At least 3 years of relevant working experience in the financial industry sector (experience with mortgage products is preferred)
• At least 5 years of proven experience with Azure Databricks, Python, SAS, SQL and/or version control software (qualifications are preferred)
• Extensive knowledge of regulatory and business requirements for Credit Risk (e.g. AIRB, IFRS9, Stress testing) and ALM Risk models.
• Professional communication skills in English (written and verbal), with the ability to communicate with (senior) management and the regulator.
• Attention to detail and ability to identify data anomalies and follow-up with root cause analysis and monitoring
• Experience with DevOps way of working, including development, testing, and deployment of risk models and related applications

Please note; we are looking for candidates who currently reside in The Netherlands. For this role there is no relocation budget allocated.

If you are enthusiastic about this vacancy and think that you would be a good fit for the team at NN, we would like to invite you to apply. We are very keen to find out who you are, what motivates you and what you can contribute to this role at NN.

Who you will work with

As a member of NN Bank's Data Management Office (DMO), you will work in the CRO domain, where our goal is to collect and deliver high-quality data to our customers in the finance and risk domain for risk modelling and formal reporting. The department is comprised of multiple DevOps teams responsible for managing the current formal reporting processes, as well as teams building a new data foundation for NN Bank.

The Model Factory teams within DMO work closely with the other model development, model validation and risk management departments in CRO to fulfil the bank’s regulatory requirements and internal ambitions to become a data driven A-IRB bank.

Our team consists of a diverse, international group of individuals with varying backgrounds and areas of expertise. We frequently organize social events and gatherings to stimulate team bonding and connection outside of work. These events help us to grow as a team, enhance collaboration and stimulate a positive work culture.

Any questions?

If you have any questions about the job, you can reach out via phone or WhatsApp to Danitscha Vrolijk via danitscha.vrolijk.-.mahadew@nn-group.com.

This is a permanent position. A candidate will receive a contract from NN and we are not open to interim/freelance assignments and/or candidates or recruitment agencies. Thank you very much for your understanding.