Why join NN Group in The Hague as a credit risk modeller? Because we are at the start of a crucial phase: our credit risk models are undergoing major professionalisation, and will be the foundation of a future-proof bank. A top priority for our organisation! You will play a key role in this process, by building these models and strategically embedding them in the organisation. Are you ready to use your expertise where it genuinely counts?
What you are going to do?
Build advanced models for complex issues around credit risk. This is done within a strictly regulated environment. In short, that is the challenge in your role as a modeller at NN. And how you can make a significant impact on our rating systems. As one of the seniors on your team, it’s not just about hands-on modelling, but also about taking the lead in complex issues as well as multidisciplinary collaboration with other departments.
Some examples of what you’ll be doing:
- Build, maintain and optimise models (IRB, IFRS9, ICAAP). This is how you’ll help us to asses credit risks, carry out stress tests, and safeguard the bank’s (financial) stability, among other things
- Python and PySpark programming and work with Git and Databricks
- Collaborate closely with data specialists, risk teams, and the business to ensure that the models are technically robust as well as practicable in decision-making and processes
- Actively contribute to further professionalisation and efficiency of the model development process
What we offer you?
NN invests in an inclusive, inspiring work environment and in skills and competencies for the future. That is why our terms of employment match today’s needs and allow for future needs. It is how we enable our employees to be the best they can be. We offer:
- A gross monthly salary between €5,765 and €8,236, depending on your knowledge and experience
- 13th month and holiday pay are paid monthly with your salary
- 27 days annual leave for a 5-day working week and one Diversity Day
- A modern pension scheme run by BeFrank
- A wide range of training and educational opportunities
- NS Business Card 2nd class for unlimited travel, even in your own time. If you would rather use your own transport, you can claim mileage
- Home-working allowances for Internet and a good workstation
Who you are?
You understand that collaboration is imperative in your role. You use your communication and connection skills to engage your colleagues in complex issues and lead project teams in the right direction. You bring the various disciplines together, make sure that plans are widely supported, and you always look for compromises within regulations. What’s more, you have a roll-up-your- sleeves mentality and can keep the end goal in your sights - even when you meet challenges along the way. In addition, you have:
- A master’s degree in quantitative sciences, such as econometry, business analytics, mathematics, physics or chemistry
- Minimum 10 years’ experience as a credit risk modeller
- Extensive knowledge of IRB repair, CRR, Regulatory Technical Standards and EBA guidelines
- Programming skills, preferably Python/PySpark. It would be an advantage if you also have experience with MLOps
- Knowledge of residential mortgages
Who you will work with
You will be placed in a small, close-knit and analytically strong team of 6 credit risk modellers from various backgrounds. Together, we use the latest tools to achieve the IRB objectives of NN Bank. There is lots of sparring and exchanging ideas. We continuously challenge and strengthen each other.
Any Questions?
Call or send your question about the role via WhatsApp to Sebastiaan van Westerop, head of Risk Modelling & Analytics, on 06 44 42 47 07. For questions about the recruitment process, contact Marijke Tamsiran, (Principal Talent Acquisition Specialist) on [email protected]
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What We Do
NN Group is an international financial services company, active in 11 countries, with a strong presence in a number of European countries and Japan. Our roots lie in the Netherlands, with a rich history of more than 175 years. With our 16,000 employees, NN Group provides retirement services, pensions, insurance, banking and investments to approximately 19 million customers. NN Group includes Nationale-Nederlanden, NN, ABN AMRO Insurance, Movir, AZL, BeFrank, OHRA and Woonnu. NN Group opened for trading on 2 July 2014 on Euronext Amsterdam under the symbol ‘NN’ after its initial public offering (IPO). For more than 175 years, our company has merged, grown and changed, but the core of who we are has remained the same. At NN Group, we put our resources, expertise, and networks to use for the well-being of our customers, the advancement of our communities, the preservation of our planet, and for the promotion of a stable, inclusive, and sustainable economy. Our purpose is to help people care for what matters most to them. Because what matters to them matters to us.
