Are you looking for a meaningful job in Risk Management, where your knowledge can contribute to our goals? Is it your intrinsic motivation to work for an organization where you can develop yourself? Then read the vacancy below, and hopefully we’ll meet you soon!About the job
De Volksbank is looking for a highly motivated and passionate junior to develop several models in the areas of interest rate risk and liquidity risk. Together with the senior ALM modeller you are responsible for this development. Examples of these models are prepayment models for mortgages or a replicating portfolio model which models savings deposits. You’ll be working with the newest models and techniques.
You don't have to be an expert yet (we will help you to become one), we find it important that you are enthusiastic, eager to continuously develop yourself and you want to contribute with innovative ideas. Of course you are passionate about Risk Management.
Finally you are able to put your knowledge and experience in the area of quantitative modelling, data science, and risk management into practise and translate this to the relevant stakeholders. You take care of the entire development cycle from initiation up to realisation of an implemented model. About the department Risk Management
This function is part of the department Enterprise Risk Management (ERM) within the Risk Management domain of de Volksbank N.V. The ERM department reports to the Chief Risk officer and focusses on integrated risk reporting, model development, and overarching risk policy for de Volksbank N.V..
The four departments of ERM are:
- Market Risk Modelling
- Credit Risk Modelling
Crucial for the success of the ERM department is the cooperation between the departments in which the desire for continuous improvement is a key characteristic of the profile of the ERM employees.
The department Market Risk Modelling is a close team in which results are achieved and successes are celebrated. Fun, personal growth and team growth are highly valued. The Market Risk Modelling team is responsible for the development of all ALM and market risk models of the bank. The departments Credit Risk Modelling, Market Risk Modelling, and Advanced Analytics operate as a Centre of Excellence for the entire bank in the area of modelling and quantitative analysis. Practical background and relevance
You are a well-organized individual who can prioritize tasks and have strong time management skills. You are able to work independently and you are a committed colleague with a great sense of responsibility. Experience in programming, preferable with Matlab, is a big plus.
- A quantitative background (M.Sc.. in econometrics, mathematics, physics or other relevant quantitative studies);
- Minimal 2 years relevant work experience;
- A passion for working on innovative techniques;
- Experience with the Agile way of working is a plus;
- Excellent communication skills.
If you recognize yourself in this profile and can identify with our ambitious team and its challenges, we are eager to meet you!Do you want to apply for this position?
Pease click the yellow ‘sollicitatiebutton’ below and upload you cover letter and resume. We will contact you as soon as possible. Do you have questions about the vacancy or procedure? Please contact Eva Dankers, Corporate Recruiter at firstname.lastname@example.org|06 - 537 62 809.
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