Oversee the credit modelling landscape in European banks as a credit risk model expert at DNB.
You have impact!
Do you want your work to have an impact on financial stability and on the banking sector´s ability to support to sustainable growth? As a credit risk model expert at DNB, you can do so by leveraging on your analytical and (inter)personal skills in a stimulating and professional environment. You will be at the centre of European banking supervision dynamics, and will supervise major Dutch banks. You will be part of an intercultural team of European supervisors, in a changing and challenging environment.
This is how to do that as a credit model expert at DNB
You will work within the Single Supervisory Mechanism (SSM), where together with your colleagues from the European Central Bank (ECB) and other euro area countries, you will exercise supervision over one of the Dutch systemically important banks. You will be part of the European Joint Supervisory Team (JST), an energetic team of international supervisors. Within the team you will be the specialist on credit risk models according to the advanced internal rating based approach (AIRB); additionally you will deliver state of the art analyses in the areas of internal models and quantitative credit risk management.
What exactly does the position entail?
Your main responsibilities as a model expert will include:
This is where you will be working
As a credit risk modelling expert specialist, you will be based in Amsterdam. DNB is part of the Single Supervisory Mechanism (SSM), through which the ECB is ultimately responsible for supervision of all euro area banks. The ECB directly supervises the largest European banks, the Significant Institutions (SIs). Working for the SSM means that you will have to regularly travel abroad for training, on-site inspections and other activities. This will be a characteristic element of the job, together with an environment that offers you a good work-life balance.
You will work in the European Banks Supervision Division (EUBA), which is engaged in supervising Significant Institutions. You will be part of an international and intercultural team. Your colleagues are from different countries and comprise economists, legal experts, econometricians and IT specialists. The atmosphere is informal and amicable, and everybody understands the importance of cooperation.
This is what we need from you
At DNB you will be working together with dedicated professionals. You need to be decisive and have strong analytical skills. Our supervisors have an unparalleled ability to exert influence. You therefore should have highly effective powers of persuasion, you are good at maintaining professional relationships and have a clear communication style. You always remain critical, keep asking questions and can hold your ground in difficult discussions. Above all, you are a team player: you are at ease with sharing your knowledge and findings with your colleagues so as to ensure your team can perform better.
What else are we looking for?
This is what we offer you
A 36-hour working week right at the heart of today's financial and economic current events. With a reliable and socially involved employer in Amsterdam, who constantly responds to the changing requirements of our environment. And that continuously innovates. As an institution, we are at the heart of society. Our people are driven and involved in their work within a social context. We see a diverse and inclusive work environment as one of the conditions for being successful as an organization and continuing to achieve our goals. This will offer you a wealth of opportunities to develop and gain new experiences, both in the Netherlands and abroad. You will initially be working on a one-year contract, with the prospect of an extension, provided you have performed well and our organisation has not undergone any changes that affect your job.
The other excellent terms and conditions of employment for this position are:
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