Role & seniority: Leading Senior Stress Test Modelling; head of a 7-person Model Developers team within Provision and Stress Test Modelling, Risk Function.

Stack/tools: Sophisticated stress testing models and methodologies; ICAAP/ILAAP and EBA guidelines familiarity; cross-functional collaboration with risk, finance, and business teams.

Top 3 responsibilities

Lead, inspire, and develop the modelling team; drive innovation and technical excellence.
Develop and enhance stress testing models; ensure regulatory compliance and business alignment.
Present findings to senior management and regulatory bodies; champion governance and best practices.

Must-have skills

Advanced degree in Quantitative Finance, Economics, Mathematics, Statistics, or related field.
7+ years in stress testing, credit risk modelling, or quantitative risk management.
Proven leadership of technical teams in banking.
Expertise in ICAAP/ILAAP and EBA guidelines.
Strong analytical, problem-solving, communication, and project management skills; ability to translate complex models to stakeholders.
Fluency in English.

Nice-to-haves

Regulatory reporting experience; experience presenting to senior management and regulatory bodies.
Mentoring/people-management experience and capability to foster professional growth.

Location & work type: Utrecht, Netherlands; scale 12 position with 36-hour workweek; flexible/work-from-home options and holiday allowances;

Full Description

Leading Senior Stress Test Modelling - Drive Excellence in Risk Management

Are you ready to lead a high-performing team and shape the future of stress test modelling?

We are seeking an exceptional Leading Senior Stress Test Modelling professional to head our dynamic team of Model Developers within the Provision and Stress Test Modelling Department. As part of the Risk Function, you'll play a pivotal role in ensuring our robust risk management framework and regulatory compliance.

What You'll Do

Lead and inspire a talented team of 7 model developers, fostering innovation and technical excellence Develop and enhance sophisticated stress testing models and methodologies Drive strategic initiatives in stress test modelling, ensuring regulatory compliance and business alignment Champion best practices in model development, validation and governance Collaborate cross-functionally with risk management, finance, and business teams Stay ahead of industry trends in stress testing methodologies and regulatory requirements Mentor and develop team members, supporting their professional growth and career development Present findings to senior management and regulatory bodies

What We're Looking For

Advanced degree in Quantitative Finance, Economics, Mathematics, Statistics, or related field 7+ years of experience in stress testing, credit risk modelling or quantitative risk management Proven leadership experience managing technical teams in a banking environment Expertise in stress testing frameworks (ICAAP, ILAAP, EBA guidelines) Excellent analytical and problem-solving abilities Strong communication skills & Project management with ability to translate complex models to stakeholders Fluency in English

This Is What You Will Get From Us

This position is in scale 12 with a salary range between € 93.668,6,- and € 124.891,46,- gross annual fixed income (13th month and 8% holiday allowance included) and based on 36 hours workweek. In addition, you can count on

Flexible layout (or Flexible workweek schedule OR A 36-hour working week, to be flexible divided over the week, for example, 4x9) for example, 4x9.

Holiday allowance and a thirteenth month.

8 hours of leave based on full-time employment regardless of your age.

A good collective pension scheme.

Good work-life balance and we are flexible in working from home.

Good opportunity to continue developing yourself.

About Us

ASN Bank is an accessible and forward-looking bank with an eye for people, society, and the future. We sustainably contribute to financial solutions for our customers while addressing Dutch societal issues. We pay particular attention to sustainability, financial wellbeing, and good housing. As a bank, we combine the convenience of secure mobile banking with the power of personal advice. Thanks to our nationwide network of branches, we are also physically close by when it matters.