Sr. Credit Risk Manager - Retail Bank/Mortgages
Broad role within lean and informal organisation
PMO Lead in strategic regulatory project
About Our Client
An international name in the retail banking industry, in the Netherlands focusing on mortgages and various consumer finance products.
This role supports strategic projects through detailed analysis and testing, working with other teams
on initiatives that benefit the customer experience. All in close cooperation with colleagues in the team, as well as partnering with business functions, such as Finance and Operations.
Business reporting and statistical analytical skills are required to comprehend local systems in SAS and SQL programming language.
- Accountable for impairment and capital (actuals and forecasting), as well as the governance required for each process.
- Support the draft timely, accurate and insightful management and regulatory reporting, including FinRep, CoRep, SBP reporting and CRR attestations.
- Deep understanding and knowledge of credit risk modelling approaches for IRB and IFRS 9 models.
- Ensure a reliable infrastructure, including models, data, control environment and compliance with internal policies and external regulatory requirements.
- Generate key management information, interpret complex data using statistical techniques and provide insights to support business decisions.
- Translate insights into actionable recommendations for senior management and stakeholders,
communicate and drive through their delivery.
- Build and manage effective relationships with colleagues in the wider Risk team and across partnering business functions (such as Modelling and validation functions, Finance, Customer Analytics and Risk Infrastructure).
The Successful Applicant
- Qualified to degree level or equivalent in a highly analytical and numerate discipline, such as mathematics, physics, econometrics or similar.
- Good understanding on regulatory requirements regarding internal models for credit risk - internal ratings based approach (IRB) - such as CRR, relevant EBA Regulatory technical standards and EBA Guidelines.
- Good understanding of more sophisticated credit risk techniques and able to apply these independently.
- Broad knowledge of credit risk lifecycle, decision systems and financials.
- Pro-active attitude is required.
- Ability to get things done under pressure and hands-on mentality.
- Advanced analytical and problem-solving skills.
- SAS and SQL (Advanced) skills.
- MS Office Advanced skills (Excel and PowerPoint).
- Ability to learn self-train and find solutions.
- Excellent planning and organizational skills.
- Self-motivated and well organized.
- Excellent communication skills (English).
What's on Offer
- A competitive remuneration package.