IFRS9 Model Monitoring Specialist

Want to work as an IFRS 9 Model Monitoring Specialist at QRM? Do you enjoy researching challenging risk management issues? Then we are looking for you!

What will you do?

As an IFRS 9 Model Monitoring Specialist, you'll handle hands-on quantitative analyses, stakeholder management, and model ownership. You will be responsible for monitoring our IFRS 9 models and answering questions from stakeholders, including internal reporting departments, external auditors, and supervisors. You'll regularly analyse data to understand model movements, suggest improvements, and explain results to various stakeholders. As delegated model owner, you'll create monitoring reports that provide valuable insights for both internal and external stakeholders.

Your key responsibilities include model performance monitoring, proactive management and remediation of model findings, and supporting user acceptance testing during model implementations. You'll be the main point of contact for internal and external control functions on all model monitoring matters.

This is where you'll work

You will become part of the Credit Provisions Office Team within the Quantitative Risk Management divisions. This team is responsible for the provisions and underlying provision models. These sub-teams work together in various areas so that we as a bank remain in control of our IFRS 9 models and data. Your colleagues have different backgrounds, but share the drive to continuously advance the bank in the field of risk data and models.

Your qualities

You enjoy working in a team, but also like to dive deep into topics independently. You have strong communication skills and thrive on effective stakeholder management, convincing both internal and external control functions.

You also have:

• A completed HBO or Master’s degree in Economics, Mathematics, or a similar field
• Thorough knowledge of statistical models and quantitative methods
• Programming skills in Matlab, Python, or similar languages
• Experience with data gathering techniques (via SQL)
• At least two years’ experience with either developing, validating, or model monitoring of IFRS 9 models
• Fluency in spoken and written English

This is what you get from us

The salary range for this position is between €53,832.24 and €71,776.32 gross annual fixed income (including 13th month and 8% holiday allowance) based on a 36-hour workweek. Salary will be determined depending on your knowledge and experience.

In addition, you can count on:

• Flexible working arrangements, such as a 4x9 schedule
• 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 with flexibility to work from home
• Excellent opportunities for personal development

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.