Credit Model Policy and Regulatory (Remote)
What if…
Your contribution in the area of credit risk models could make a difference in sustaining our business and products that support our customers every day? What if your knowledge, skills, and enthusiasm would contribute directly to the success of a global company?
Making a difference
- You are responsible for developing, maintaining and continuously improving sound methodological and procedural frameworks for compliant credit risk models;
- You translate new service concepts of our bank as well as changes in regulations into our model development methodologies and guidelines, and then the guidelines into procedures, modelling choices and applications;
- You are part of the center of expertise in the team on the regulatory requirements for credit risk models;
- You cooperate with other stakeholders (Head of Supervisory Relations, Regulatory Change and Adherence, the Integrated Risk team, Rabobank Risk Analytics) to pro-actively manage changes in regulations and the integration of the relevant Rabobank and DLL Risk policies into the credit risk modeling framework;
- You are a stakeholder in the development of the credit policies and are involved in quality assurance of the model development activities, including assessment of regulatory compliance and application of methodologies and guidelines.
You will be working in an international team of professionals that have a true passion for what they do. The decisions made in this team will impact the company at every level and we rely on the expertise of this dedicated team to make these decisions. DLL is an IRB bank with a unique combination of great opportunities, short reporting lines and broad responsibilities. We rely on dedicated teams of specialists, from data collection to modelling and validation. Collaboration is the way we can achieve our goals and ambitions, together through diversity and inclusion we will become better at what we do.
Models are the backbone of our business. It will help us to create a stable, sustainable growth and to remain compliant with regulations and guidelines from the relevant regulators (CRR II, EBA guidelines on PD, LGD and treatment of defaulted exposures, ECB guide to internal models, Federal Reserve SR 11-7 just to mention a few).
With you
The work you do will impact your team, DLL, our internal and external stakeholders, and, most importantly our clients.
It is important that you recognize yourself in the checklist below:
- A Bachelor/Master’s degree in Econometrics, Actuarial Science, Statistics, Mathematics or another quantitative discipline.
- Ability to read and understand official documents / regulation including ability to communicate and help drive alignment amongst stakeholders and impacted domains.
- Have a good understanding of regulatory landscape.
- Affinity with statistical modelling, some reasonable experience of AIRB model development (modelling or validation sides).
- Ability to write clear and logical comprehensive documents and instructions.
- Work in a structured and systematic way with clear goals, priorities and ways to approach in mind.
- Strong problem-solving skills (hypothesis-driven thinking, analytical, quantitative, conceptual skills).
- Good understanding of Risk Management principles.
- Capable of conducting professional discussions with internal (and external) stakeholders.
- At least 2 years professional experience in a similar position or in model development or model validation, in a comparable environment.
At DLL we believe that your wellbeing is important and that every member contributes directly to our success. We are a multicultural and inclusive organization with members from all backgrounds and offices in more than 35 countries. We are passionate about what we do and believe that working together makes us better. Check out our website to find out more about us!
DLL believes sustainability is essential to long-term success, for our partners, our business and our world. We are committed to helping our partners meet today’s needs in ways that will not compromise the needs of future generations. While upholding high ethical standards in how we do business, we respect our planet’s resources through innovative financing. Check out our website on Corporate Responsibility.
We support communities where we operate by offering financial services, expertise, manpower, in-kind contributions and more. In emerging countries, we help develop and improve access to local financial infrastructures for low-income entrepreneurs by offering Micro Leasing Advisory Services.
Also, DLL has a long and rich history, which started in 1969. Since then DLL has grown to a, more than, 35 Billion Euro company and continues to be at the forefront of innovation. Just have a look at the awards we have won.
Interested?
Do you want to improve yourself? Then we would love to help you by focusing on your development and growth and help you learn every day. We will help you exceed your own expectations and provide you with opportunities to achieve your personal goals.
Some of the things you can expect from us are:
- Two working days per year volunteering for a local charity
- Health and Wellness program including healthy food, free health checks, fun health & vitality activities.
- Flexible hours with possibility to work from home
- Career development opportunities: online learning, member development programs
Are you the one we are looking for? Are you ready to join DLL and are you ready to make a difference to yourself, our customers and the community? We look forward to receiving your application.
Good to know
- Click on “Apply for this job” at the bottom of this page
- The selection process may include an individual assessment
- #remote
- The application process includes screening. Based on the screening procedures in place at DLL
- Everyone is different, and it is exactly those differences that help us become better.
- For more information, you can contact Gareth Jones, Talent Acquisition Partner via gareth.jones@dllgroup.com