IRB Model Developer

Your Quantitative Analysis 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?

Find out more here about how you can unleash your full potential at DLL

Day to day

• You will be responsible for developing, maintaining, and continuously improving IRB, PD and LGD models
• You will ensure that the models you developed are compliant with internal policies as well as external regulations (ECB, EBA, IRB)
• You will work independently and as part of the model development team
• You will safeguard correct implementation of models into DLL’s risk infrastructure systems, translating policies and models into technical requirements
• You will document the models according to the company standards
• You will coordinate model validation activities and liaise with the model validation team, as well as with other stakeholders (Data management, Business, Senior Management, Internal Audit)

Together:

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, validation to model usage support. 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 in general and Model development are the backbone of our business. It will help us to create a stable, sustainable growth and to remain complaint with the latest regulations.

With you:

The work you do will impact your team, DLL, our stakeholders, internal and external, and, most importantly our clients. Our Model developers are proficient and passionate professionals eager to bring DLL to the next level of data and model maturity.

All members enjoy

• 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.
• Click this link for an overview of all the benefits in your region.

“We not only live up to the expectations of our customers for today, but also anticipate their market needs of tomorrow.”

Essentials

• A Master’s degree in Econometrics, Actuarial Science, Statistics, Mathematics, Data Science or another quantitative discipline
• 3-10 years of professional experience with IRB-A modelling in a comparable environment/position.
• Experience in executing quantitative analyses using Python.
• Relevant knowledge on ECB/EBA guidelines is essential for this position.
• Demonstrated experience with mathematics/statistics and data science
• Experience with extracting data from various databases and analysing large data sets to extract useful business insights
• Creating reports/dashboards (Excel-VBA, Power BI, Qlik) is considered a "nice to have"
• We work with Microsoft Azure/Databricks, so this would be considered as a "nice to have" as well.
• Experience with stakeholdermanagement and being able to explain statistical results to a broad audience.

Choose wellbeing

DLL’s wellbeing ambition is to educate, equip and empower members to build connections, manage their mental, emotional, physical and financial wellness and maintain balance between work and the other priorities that make up their lives.

Our four wellbeing categories are as follows:

• Connection – Build meaningful connections with other DLL members
• Health – Manage mental, emotional and physical health
• Finance – Provide learning opportunities to help members achieve personal financial health
• Lifestyle – Maintain balance between work and life priorities

These are the things that matter to our members and the wellbeing of our members matters to DLL

Settling in

At DLL, we are many things. We are team members, family members, community member. We are members of society, members of different cultures and nationalities. Members of change. We each have different beliefs, different passions, different viewpoints, talents and interests. We come from different backgrounds, cultures, nationalities and histories.

But for all of our differences, we share one thing in common: each of us are members of DLL.

Our company was founded in the Netherlands. But today we are truly a multinational business. Our unique culture is rooted in higher collaboration, less hierarchy and a honest directness that enable us to integrate, ideate and innovate across country lines.

Many companies say they are European, American, Asian or Australian, at DLL we are all these places and more.

We are a cross-culture collaborative – an interconnected network – that comes together every single day with one goal in mind: Partnering for a better world

Good to know

• Deadline for application: May 12th (Due to high volume of applications this requisition may close prior to posted close date)
• The selection process may involve an assessment.
• Applications via email will not be reviewed. Please apply online via our career website.
• #LI-remote
• #LI-DENNIS
• DLL’s referral program applies
• For more information, you can contact Dennis van Hoof, Talent acquisition partner via dennis.vanhoof@dllgroup.com

DLL appreciates the time you spend applying to our openings. We advise only those who qualify for an interview will be contacted. Hiring subject to successful completion of a background check.

DLL is an equal opportunity employer. We are committed to inclusive, barrier-free recruitment and selection processes and work environments. If contacted for an employment opportunity, please advise Human Resources if you require accommodation in accordance with our values and all applicable legislation.