Leading Senior Stress Test Modelling

Are you ready to lead a high-performing team and shape the future of stress test modelling?

We are seeking an exceptional Leading Senior Stress Test Modelling professional to head our dynamic team of Model Developers within the Provision and Stress Test Modelling Department. As part of the Risk Function, you'll play a pivotal role in ensuring our robust risk management framework and regulatory compliance.

What You'll Do

• Lead and inspire a talented team of 7 model developers, fostering innovation and technical excellence
• Develop and enhance sophisticated stress testing models and methodologies
• Drive strategic initiatives in stress test modelling, ensuring regulatory compliance and business alignment
• Champion best practices in model development, validation and governance
• Collaborate cross-functionally with risk management, finance, and business teams
• Stay ahead of industry trends in stress testing methodologies and regulatory requirements
• Mentor and develop team members, supporting their professional growth and career development
• Present findings to senior management and regulatory bodies

What We're Looking For

• Advanced degree in Quantitative Finance, Economics, Mathematics, Statistics, or related field
• 7+ years of experience in stress testing, credit risk modelling or quantitative risk management
• Proven leadership experience managing technical teams in a banking environment
• Expertise in stress testing frameworks (ICAAP, ILAAP, EBA guidelines)
• Excellent analytical and problem-solving abilities
• Strong communication skills and project management, with the ability to translate complex models to stakeholders
• Fluency in English

This is what you will get from us

• Flexible workweek schedule (36 hours), 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 flexibility in working from home
• Good opportunity to continue developing yourself

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.