Leading Senior Stress Test Modelling
Leading Senior Stress Test Modelling - Drive Excellence in Risk Management
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 fiel
- 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 & Project management with ability to translate complex models to stakeholders
- Fluency in English
This is what you will get from us
- This position is in scale 12 with a salary range between € 93.668,6,- and € 124.891,46,- gross annual fixed income (13th month and 8% holiday allowance included) and based on 36 hours workweek. In addition, you can count on:
- Flexible layout (or Flexible workweek schedule OR A 36-hour working week, to be flexible divided over the week, for example, 4x9) 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.
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.
To be sure if you are legally allowed to perform work in the Netherlands for ASN Bank, you must meet the follow conditions: a valid work permit, a home address in the Netherlands and a social security number. Unfortunately we do not support relocation activities.
