NWB Bank is looking for a Risk Manager with a focus on modelling and data analysis

The  Risk Manager is focussed on modelling and data analysis. With your strong quantitative and analytical capabilities and good communication skills,  you help the bank to unlock this data, improve  models, and strengthen the framework for model risk management.

The responsibilities of this position include:
  • Support the development and documentation of several models in the areas of interest rate risk, liquidity risk and credit risk;
  • Support the maintenance and further development of the risk data architecture with regard to risk models;
  • Further develop the model risk management framework;
  • Taking part in bank wide regulatory and change projects in which model risk management plays a role, as needed.

The Risk Management team consists of 8 professionals who report to the Chief Risk Officer of the bank. The department develops and maintains the risk management framework and has responsibility for several risk models. NWB Bank has a high quality risk calculation & reporting architecture in place, and plans to scale up its use in the coming years. This architecture includes interest rate, liquidity and credit risk models, which are maintained and improved by risk management.

NWB Bank is a bank of and for the Dutch public sector. We finance water authorities, municipalities and provinces as well as government-backed organisations such as housing associations and healthcare institutions. In addition, we also finance renewable energy projects and public-private partnerships. We fund ourselves on the international money and capital markets on the back of our AAA/Aaa credit ratings and we are a prominent player in the international field of SRI (Socially Responsible Investing) bonds. As a significant bank, NWB Bank is supervised directly by the European Central Bank. With approximately 80 employees, we have nevertheless maintained our compact organisational mode. The flat organisation and open culture make NWB Bank an agile and efficient bank where cooperation, quality and integrity are of paramount importance. NWB Bank embraces workplace diversity and welcomes professionals who add new flavour to our culture.

We offer you an attractive package of primary and secondary terms of employment with amongst other things plenty possibilities for study and development. The bank offers a professional and pleasant working environment with a focus on initiative and cooperation. Employees can participate on a voluntary basis in social projects.
                                                                                                                 

You match with our organization because you are an ambitious professional, who is capable in engaging others. You have interest in and affinity with the Dutch public sector, you share your opinion and connecting with others is very important to you. You are not afraid to take on challenges and are solution and result oriented.

What we ask for:
  • MSc or Bachelor degree in a quantitative discipline, e.g. Mathematics, Physics, Econometrics and Finance/Economics;
  • 3 years of relevant working experience related to model development or validation and/or risk analysis, preferably within the banking sector;
  • Advanced knowledge of Excel and SQL;
  • Experience with a computer programming language is a plus;
  • You like to be involved in a broad range of topics simultaneously;
  • Excellent analytical and quantitative skills, accurate and result driven;
  • Proficient in English and Dutch;
  • Currently living in The Netherlands.

For questions please contact Jasper van den Bor (jasper.vandenbor@nwbbank.com). You are invited to send your motivation letter plus CV to solliciteren@nwbbank.com.

 

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Jasper van den Bor
Risk manager
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