Credit Risk Modeller - Retail

Join NIBC’s Modelling & Data Analytics (MDA) Team

Why join NIBC’s Modelling & Data Analytics (MDA) team?

At NIBC, we value diverse perspectives and inclusive teamwork. Our MDA team 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 modeling. The team also plays a leading role in the ongoing bank-wide transformational change programs.

As part of our small 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 IFRS9 model framework.

What will you do?

Modelling

• Participate in the further development of the IFRS9 model framework (PD, LGD, EAD and staging models)
• Have a key role in risk data analysis and methodology updates in response to strategic portfolio developments and changes in regulations (e.g. CRR3)
• Support the regular ECL process

Communication

• Be part of the internal Methodology Advisory Group which is responsible for advising the Risk Management Committee on methodological developments
• Be a knowledgeable sparring partner for other teams with regards to credit risk modelling
• Facilitate ongoing liaison with Portfolio Management, Finance, IT and other credit risk modelers

Boundary spanning

• Have opportunities to take part in bank-wide projects that span over several knowledge domains and require effective communication at all organizational levels
• Help steer NIBC in the challenging and dynamic regulatory environment
• Further modernize and optimize the credit risk modelling process.

What this role offers you?

• A role giving you exposure to various internal and external stakeholders where you will get as much responsibility as you can handle.
• Opportunity to make a difference and see the direct impact of your work. As a relatively small and dynamic firm, NIBC allows you to not only deepen your expertise but also to have a good grip on the bigger picture.
• A role in a diverse international team where collaboration and teamwork are at the core.
• A collegial environment where you can learn from the diverse experience of team members.
• Excellent (financial) employment conditions and ample development opportunities. NIBC is keen to help employees reach their full potential where you will be at the center of your own growth.

NIBC as employer

Founded in 1945 to finance the visionary entrepreneurs who helped rebuild the Netherlands after the second World War, NIBC was closely collaborating while professionally supporting companies and individuals in realizing their dreams and goals with a sustainable future in mind. As a midsize bank with a multicultural working environment that is best described as dynamic and ambitious, we share a forward-thinking, can-do attitude with our employees and clients which we call our THINK YES mentality. Our corporate values are Professional, Adaptive, Collaborative and Entrepreneurial. You will have a direct and meaningful impact on both the bank and its clients. By building our company on optimism and mutual trust, and with our THINK YES mentality, NIBC is an enterprising bank that enables ambitions.

What’s in it for you?

NIBC provides an ambitious environment where together we strive to create a fantastic workplace in which you feel safe and challenged to be the best version of yourself. This is in line with Professional, Adaptive, Collaborative and Entrepreneurial, since you are in the lead of setting the PACE of your career at NIBC. In addition, you receive a competitive salary, plus:

• Several ways to support your development personally and professionally, including a personal development budget to spend at your own discretion, a professional budget provided by your manager to develop yourself in your work, and an 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 vacation days (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 you 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 (Coffee corner, Restaurant, Exchange bar);
• Last but not least, a fun workplace in which diversity and inclusion is valued.

What do you bring?

• Our ideal candidate is a self-starter and a big picture thinker with attention to detail
• 2 to 6 years of credit risk modelling experience
• Python programming skills
• Good communication skills (English)
• A good understanding of mathematics and statistics is preferred
• Hands-on experience in IFRS-9 model development is preferred
• A positive ‘can do’ mentality