Credit risk manager
What will you do as credit risk manager?
As credit risk manager, you are responsible for assessing the credit and climate risks in our loan portfolios. By applying your quantitative skills, you maintain and improve our credit risk models (PD, LGD and EAD) to determine the expected credit losses of our loan portfolios. You also develop and calculate stress test scenarios for internal and external reporting. You are responsible for making the credit risk dashboard, monitoring credit risk limits and report to the credit and climate risk committee.
Part of your responsibility is also to make sure that we adhere to EBA guidelines. Since we are a rapidly growing bank, you participate in various projects to improve the data quality on our data platform and automate and develop our risk reports. In short: you maintain our risk policies and procedures.
Along with two other financial risk managers, you are responsible for all financial risks on the balance sheet. Besides credit risk, these are mainly interest rate and liquidity risk. Therefore, you may also function as a back-up and sparring partner on the other risk domains. It is a versatile and demanding position!
A recap of your activities as credit risk manager
- You analyse the risks of, and stress-test our residential mortgage and SME loan portfolios and contribute to the ICLAAP.
- You produce the credit risk dashboard and monitor limits and risk appetite.
- You model and calculate the expected credit losses of our loan portfolios.
- You review investment proposals and performance of existing portfolios and TPOs
- You monitor and implement new laws and (supervisory) regulations.
Job requirements
Your skills and experience
- The drive to understand and analyze the credit risks in our loan portfolio
- A quantitative basis and an understanding of the importance of continuing to develop support systems like our data platform
- Pro-active and pragmatic in finding solutions
- Higher education with a quantitative affinity
- Sound knowledge of credit risk analysis for residential mortgages or SME loans.
- About 5 years of relevant work experience in the financial sector
- Analytical skills and an eye for detail
- Effective communication skills, both oral and written
