IFRS9 Model Monitoring Expert
Want to work as a IFRS9 Model Monitoring Expert at QRM? Do you enjoy researching challenging risk management issues? Then we are looking for you!
What will you do?
Hands-on quantitative analyses, stakeholder management and model ownership. These are the most important roles you fulfill as a IFRS9 Model Monitoring Expert. Using your excellent knowledge of data analysis and experience in risk or finance environment, you are responsible for monitoring our IFRS models. You also answer questions from stakeholders such as internal reporting departments or external auditor or supervisor.
You are pivotal in the web of the monitoring the IFRS models. You regularly sit down with various stakeholders to improve processes or explain the results of the models. You will regularly analyse data to understand what causes certain movements in models and suggest improvements.
In your team, the role of delegated model owner of the IFRS models is assigned. Model performance monitoring is one of the key activities of this team. Your monitoring report creates valuable insights for internal and external stakeholders. You are also the point of contact for the internal and external control functions regarding the model monitoring. Next to model performance monitoring, you and your team will work on other model owner tasks like proactive management and remediation of model findings and support in user acceptance test as part of model implementation.
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 models and data. Your 6 colleagues have different backgrounds, but share the drive to continuously advance the bank in the field of risk data and models.
Your qualities
You think it is cool to work in a team, and also to dive deep into something yourself. You have good communication skills and get energy from good stakeholder management and convincing internal and external control functions.
You also have:
- A completed HBO or Master in Economics, Mathematics or similar study
- Thorough knowledge of statistical models and quantitative methods
- Matlab/Python (or similar) programming skills
- Experience with data gathering techniques (via SQL)
- Knowledge of IFRS regulations is a plus.
- You speak and write the Dutch and English language fluently
To be sure if you are legally allowed to perform work in the Netherlands for the ASN bank, you must meet the follow conditions: a valid residence permit, a home address in the Netherlands and a social security number. Unfortunately we do not support relocation activities.
This is what you get from us
This salary range for this position is between € 79.982,- and € 106.642,67 gross annual fixed income (13th month and 8% holiday allowance included) and based on 36 hours workweek. Salary will be determined depending on your knowledge and experience.
In addition, you can count on:
- Flexible layout with, 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 we are flexible in working from home.
- Good opportunity to continue developing yourself.
View all our employment conditions here.
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.
Will you be our new colleague?"
Shape (y)our tomorrow, apply today at ASN Bank in Utrecht. Upload your motivation letter and CV, and we will get back to you shortly. The application process consists of two interviews and an assessment. For more information, you can contact Monique Visser, corporate recruiter, by monique.visser@asnbank.nl.
We’re happy to continue working with our preferred suppliers. Therefore, we kindly ask employment agencies not to respond to this vacancy.
