Tilburg

Junior Credit Risk Modeller

  • Vakgebied:Data Analytics, Finance
  • Locatie:Tilburg
  • Salaris:€0 - €0
  • Opleidingniveau:WO
  • Uren:36 uur per week
  • Dienstverband:Vast
Werken bij achmea

Interesse

Hallo, ik ben Bart, recruiter bij Achmea. Wil je meer weten? WhatsApp/bel/mail me!

+31651094716
bart.oudega@achmea.nl

Junior Credit Risk Modeller
vacaturedetails

Over deze vacature

As junior credit risk modeller within risk modelling you will be supporting the development of (credit) risk models for the mortgage portfolio. Risk models for IFRS-9 and AIRB purposes, but also automation of model development process. A generic model development framework within R is currently under construction which will contain all the steps of Credit Model design such that no manual interventions are necessary in the development process. The key factor in the model design is that all the steps generate outputs which are visible to the user and are logged. Besides developing models conceptually, your goal is to incorporate credit risk modelling steps into this framework.

We are looking for someone who can manage his own agenda and can deliver high quality results on time. You need excellent programming skills and eager to master the field of credit risk modelling. This role will also provide you the opportunity to learn from the risk managers and modellers within the team. 

Tasks & Responsibilities
  • Supporting role in development of PD, LGD and EAD models for Credit Risk.
  • Responsible for annual backtesting of the model performance and interactions with Model Validation and our Auditor.
  • Ad hoc requests from within Bank to support automation and model design for other departments Support in the development of the automated risk model development framework
  • Maintenance of existing models
  • Writing release notes for new model versions
  • Testing/validating scripts of colleagues
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 4 professionals including team manager.
The culture within Achmea Bank is very open and friendly.
 
Jouw achtergrond

Wat jou uniek maakt als Junior Credit Risk Modeller

You are
  • An innovator and always looking for improvement
  • A great communicator and team player
  • An analytical problem solver
  • Organized

Your baggage

  • A Master’s or PhD in a quantitative field (econometrics, mathematics, physics, AI or similar)
  • 0-3 years of relevant working experience
  • Prior experience with R, Python, Matlab, SQL (or similar)
  • Knowledge of the Dutch language (written/verbal) is required
360 graden

Kijk eens rond in Tilburg

Dit is achmea

Wat wij bieden

What you'll get
  • Gross monthly salary of EUR 3000,-- 4000,- 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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