Interim Lead Credit Risk Control Unit

Project overview

As Interim Lead Credit Risk Control Unit, you will work on the development and monitoring of the A-IRB Retail Mortgages rating system.

Profile of the suited interim professional:

• Contribute to the design and implementation of the A-IRB model landscape and monitor the performance of rating systems.
• Identify, quantify, and record changes in processes, products, and systems, and assess the impact on models and the rating system.
• Coordinate the follow-up of findings from Model Validation, Internal Audit, and DNB.
• Prepare advice and decisions to support the credit risk model strategy.
• Monitor compliance with current and future regulations regarding credit risk, capital requirements, and A-IRB models.
• Combine insights from model performance, credit risk, regulation, and governance into concrete advice for stakeholders.
• Liaise with experts in credit risk, modeling, data, model validation, and control.
• Strong analytical ability to quickly understand complex issues related to credit risk, models, data, and regulation.
• University work and thinking level, for example in econometrics, finance, mathematics, or a comparable quantitative field.
• Thorough knowledge of credit risk, capital requirements, and A-IRB models, including the frameworks of Basel, ECB, and EBA.
• Structured approach with an overview of multiple simultaneous topics.
• Substantive leadership with the ability to independently form a well-founded judgment.
• Connecting ability to make complex matters accessible to diverse audiences.

Project details

• Start: flexible
• Duration: 4 months
• Location: Tilburg, Brabant, Limburg, Zeeland, NL
• Languages: Dutch