Regulatory Capital Specialist-Medior

In the Model Standards & Guidelines (MSG) team, we are looking for a Medior Regulatory Capital Specialist. In this role you support the regulatory capital modelling team with model design, model methodology and regulatory compliance. You also advise the model owner of the capital models and model developers on how to deal with regulation in complex situations and upcoming new regulations. The MSG team is also responsible for the modelling process, modelling standards, model environment and supports the model teams with project management.

The Backbone Risk Modelling (BRM) department sets the foundations for the risk modelling teams by ensuring proper modelling and data infrastructure is available for the bank’s critical risk models. The team also provides support on model design, model methodology and regulatory compliance. BRM is part of the division Quantitative Risk Management (QRM), which reports to the Chief Risk Officer.

Way of working

The Medior Regulatory Capital Specialist will be part of a cross-functional team responsible for maintaining and enhancing the risk model backbone and ensuring that risk models are developed in line with regulations. The goal is to provide a solid foundation for the development and use of risk models. You will be part of model change projects and regular model owners meetings.

Responsibilities

• Interpret and apply regulatory requirements and guidelines related to the A-IRB framework (PD, LGD, EAD, Maturity)
• Monitor changes in relevant regulations (Basel III/IV, CRR, EBA RTS/ITS) and assess their impact on model design, use, and governance
• Serve as a subject matter expert in A-IRB during regulatory projects, internal model applications (IMAs), and model change programs
• Collaborate with model development, validation, credit risk, compliance, and regulatory reporting teams to ensure A-IRB model compliance
• Support the preparation of regulatory submissions, including model documentation, self-assessments, gap analyses, and internal validation results

As a Medior Regulatory Capital Specialist, you will demonstrate strong leadership qualities, including the ability to bridge the gap between regulation and business needs, effectively manage stakeholder relationships, and drive continuous improvement within the regulatory compliance of A-IRB models.

What do you bring?

• Master’s degree in Finance, Risk Management, Economics, Law, or related quantitative or regulatory field
• 5+ years of experience in risk, regulatory compliance, internal audit, or credit risk modelling within banking or financial services
• Direct experience with A-IRB regulatory submissions, model validation, or supervisory reviews
• Understanding of regulatory developments such as TRIM, IRB Repair Programme, Basel IV/CRR3
• Experience working with ECB, PRA, or other national competent authorities is highly desirable

What do we offer?

• Holiday allowance and a thirteenth month
• 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. 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.

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