As a regulatory model management specialist you will translate the bank’s business strategy into the model landscape. You provide advice on the design or selection, implementation, oversight and performance of the model landscape, in the context of current implemented (A)IRB models, permanent partial use (PPU) of standardised approach, roll-out decisions and future Basel IV requirements. Furthermore, the team is also responsible to maintain the quality of the IRB credit risk (CR) models and the bank’s related processes, procedures, and systems. In this role, you will participate in the quality assurance assessments of model (re)developments or model monitoring projects among other activities.
In your day-to-day job you will work in multidisciplinary project teams. You closely work together with modellers, policy department and the business in order to ensure that the model landscape properly reflects the regulation, the business practices and processes. This means being (actively) involved in stakeholder management of both internal and external parties including the DNB and ECB. You are capable of providing advice to the relevant stakeholders with advice on IRB CR models, roll-out related issues and interpretation of regulation.
You enjoy the challenge of performing quantitative, financial and non-financial analyses. You are able to provide a clear and proper explanation of relevant regulations and internal policies. Your reliable advice and decision-making forms the basis for optimizing the quality of the credit risk model strategy. You communicate clearly and transparently, both orally and in writing. It is expected that you continue developing your knowledge and skills and be able to coach your junior colleagues who will be supporting you.