Credit Risk Modeller

  • Vakgebied:Data Analytics, Finance
  • Locatie:Tilburg
  • Salaris:€0 - €0
  • Opleidingniveau:WO
  • Uren:36 uur per week
  • Dienstverband:Vast
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Hallo, ik ben Bart, recruiter bij Achmea. Wil je meer weten? WhatsApp/bel/mail me!


Credit Risk Modeller

Over deze vacature

Achmea Bank has  the ambition to become Advanced IRB (AIRB) compliant within the next years. This means a complete overhaul of credit risk models and model management within Achmea Bank. The team Risk Modelling is responsible for this transformation. Over the next years Achmea Bank will work towards an integrated risk model framework where credit, liquidity and interest rate risk are all designed and implemented according to the same standards. 

For this transformation we are looking for a modeller with prior experience in model (re)design and development of PD, LGD & EAD (AIRB) models for retail portfolio’s in a Basel III context, preferably Dutch mortgages. We are looking for someone who is able to translate current and upcoming EU (e.g. CRD) and EBA requirements into compliant models and governance. This includes model design, documentation and prototyping the design (e.g. in R) for model testing purposes and a smooth handover for implementation. Also, interaction with internal and external stakeholders is part of this position as well as training / coaching junior employees. 

Tasks & Responsibilities

  • Part of the core project team of AIRB who are together responsible for the AIRB compliancy 
  • Leading role in the development of other credit risk models 
  • On the job training of junior employees in risk modelling 
  • Competence centre for the entire organization on Model Development related topics and model interpretation 
  • Training of (Senior) Management on credit risk models
Jouw afdeling

Risk Modelling

Achmea Bank 

Achmea Bank is an entity within Achmea. Achmea is the largest insurance company within the Netherlands with brands like Interpolis, Centraal Beheer and Zilveren Kruis. Achmea Bank operates within Achmea to serve customers demand for savings products and mortgages. The brandnames used to do this are Centraal Beheer and Woonfonds Hypotheken. 

Department Balance sheet management & Financial Risk  

The department of Balance sheet management & Financial Risk (B&FR) operates as second line risk management within Achmea Bank. All financial risks are covered by this department such as (Liquidity, Interest Rate, Credit Risk and Capital Risk). B&FR reports directly to the CFRO and is next to being the 2nd line risk management an advisor for the entire organization. The department consists of approximately 15 professionals split over several teams all located in our Tilburg office. The team Risk Modelling is part of the department B&FR with an allocation of 5 professionals including team manager. 

The culture within Achmea Bank is very open and friendly.  

Jouw achtergrond

Wat jou uniek maakt als Credit Risk Modeller

  • Expert in credit risk model development
  • A Master’s or PhD in a quantitative field (econometrics, mathematics, physics, AI or similar)  
  • 5-7 years of relevant working experience 
  • Prior experience with R, Python, Matlab, SQL (or similar) 
  • An innovator and always looking for improvement 
  • A great communicator and team player 
  • An analytical problem solver 
  • Well organized 
360 graden

Kijk eens rond in Tilburg

Dit is achmea

Wat wij bieden

What you'll get

  • Gross monthly salary of EUR 4500,-- 5500,- based on 36 hours of employability, depending on education and work experience.
  • Great secondary benefits such as an attractive pension scheme.
  • Flexible working hours
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