A-IRB Credit Risk Analyst

Summary

NIBC Bank is looking for an A-IRB Credit Risk Analyst - Mortgages for our Modeling & Data Analytics team!

Job Description

What will you do?

• Drive Definition of Default (DoD) enhancements including the implementation of new triggers, back-scoring exercises and impact analyses.
• Participate in the ongoing A-IRB model improvements and recalibration.
• Conduct model performance monitoring and execute remediation activities.
• Collaborate with Risk, Finance and IT teams to ensure robust governance, documentation and audit-ready deliveries.
• Take part in bank-wide projects that span over several knowledge domains and require effective communication at all organizational levels.

Your team

MDA offers an open, positive, and challenging environment through a diverse range of activities and projects. You'll join a highly dynamic and educated team at the heart of various processes.

Our team is responsible for IRB and IFRS9 credit risk models, bank-wide stress testing as well as ESG, hedge accounting and counterparty credit risk modelling. The team also plays a leading role in the ongoing bank-wide transformational change programs.

As part of our team you will assume substantial responsibilities and gain extensive exposure. You will have the opportunity to refine and enhance your model development skills while working closely with our commercial teams, other risk departments, Finance, and IT.

Join us and make an immediate impact by leveraging your expertise—whether in statistical analysis, regulatory compliance, or technical insights—to further enhance our A-IRB model framework.

What’s in it for you?

NIBC is an ambitious environment where together we strive to create a fantastic workplace where you feel safe and challenged to be the best version of yourself. In addition, you receive a competitive salary, plus:

• Several ways to support your development personally and professionally, a.o.: personal development budget to spend at your own discretion, professional budget provided by your manager to develop yourself in your work, In-house learning offering.
• NIBC embraces the Hybrid way of Working. This means that we support working from home as well as encourage our colleagues to come to the office. NIBC's guideline is to spend at least half of the working time at the office.
• Travel expenses or NS Business Card 1st class.
• 32 holidays (which do not have to be registered).
• Excellent pension scheme (26% NIBC contribution).
• A voucher to improve your home office.
• The opportunity to take ownership and show initiative in your role. We are always open to new ideas, and encourage to use your voice.
• The nature of our Grow to Make a Difference program enables you to be in charge of your own development.
• Two staff associations: YoungNIBC and MyLeisure.
• Vitality program, annual company-wide sports & leisure days.
• Monthly internet allowance.
• Laptop and a company phone.
• Excellent facilities at the office (Coffeecorner, Restaurant, Exchange bar).

What do you bring?

• You are a self-starter and a big picture thinker with attention to detail.
• At least 2 years of experience in credit risk, either from Modelling (AIRB/IFRS9), Monitoring and or Portfolio Management, preferably in the domain of mortgage loans (must-have).
• Good Python and SQL programming skills (must-have).
• Good communication skills (English).
• You enjoy challenges in a dynamic work environment.
• EU residence permit (must-have).