Senior Credit Risk Officer

Responsibilities

As the bank of the Free, we're here to ensure that every user everywhere can have the best banking experience and their money are safe. You will take ownership of:

• Credit Modelling: you will be responsible for developing, maintaining and improving IFRS9 and credit stress test models.
• Mortgages, SME lending portfolio and Treasury counterparties oversight: you will monitor performance of our credit portfolios; make sure our mortgage and SME lending partners perform according to agreements, bunq’s policies and risk appetite; assess treasury counterparties and investment proposals.

This challenge is perfect for you if

• You are proficient in IFRS and Expected Credit Losses modeling; you critically evaluate models, including the development of scorecards, provisioning and stress testing
• You have a great understanding of the maze of retail and SME credit products, and the risk management practices around them.
• You have developed in-house models in advanced scripting languages (python, R, Matlab, etc) before.
• You know how to develop and articulate clear logic for decisions and policies.
• You are an effective and quick communicator.