Junior Risk Model Engineer

NIBC Bank is looking for a Junior Risk Model Engineer in our Modeling & Data Analytics team!

Why would you want to work for NIBC’s Modeling & Data Analytics (MDA)?

MDA provides an open, positive, and challenging environment via a broad range of activities and projects. The team is responsible for the IRB and IFRS9 credit risk models, bank-wide stress testing, counterparty credit risk modeling (incl. EE, PFE and CVA/DVA) as well as has a leading role in the ongoing bank-wide transformational change programs. Within our diverse team, you will have the opportunity to make an immediate impact by ensuring efficient implementation of our advanced analytics models. In your role you will bridge between risk modelling, data management and software engineering by collaborating with and learning from colleagues from Risk, Finance and IT.

What will you do?

Model implementation

  • Participate in the (re-)development of business-critical risk models

  • Support the end-to-end model development lifecycle (from model prototyping to production-ready models)

  • Translating functional model requirements into effective end-to-end solutions

Model maintenance

  • Perform regular model runs

  • Support the regular model reviews, monitoring, and related remediation processes

Who are we looking for?

  • Self-starter, team player and a big picture thinker with attention to detail

  • A positive ‘can do’ mentality

  • Strong programming skills (preferably SQL, MATLAB and/or Python)

  • BSc or MSc degree (preferably in Computer Science, Computational Finance or similar)

  • 0-2 years of relevant work experience

  • Good communication skills (English)

  • Some market/credit risk modelling experience is preferable

What will you get?

  • A role giving you exposure to various internal and external stakeholders where you will get as much responsibility as you can handle.

  • Opportunity to make a difference and see the direct impact of your work. As a relatively smaller and dynamic firm, NIBC allows you to not only deepen your expertise but also to have a good grip of the bigger picture.

  • Be a member of a diverse international team where collaboration and teamwork are at the core

  • A collegial environment where you can learn from the diverse experience of team members.

  • In addition to excellent (financial) employment conditions you will have ample development opportunities. NIBC is keen to help employees reach their full potential where you will be at the center of your own growth.

Application/ Further information

Applications can only be submitted through our website. Please click on the apply button, fill in the application form and upload your cv and motivation letter. To upload multiple documents, please click the upload button again after uploading a document!

For more information about the procedure you may contact the HRInfodesk at askhr@nibc.com or give us a call at +31(0)70 3429669. For more information about the position please contact Dimitar Mechev at Dimitar.Mechev@nibc.com.

Do not wait any longer and apply now for the vacancy! See the button below and continue the application process.