Data Scientist - Credit Risk Model and PPU​/SA Monitoring

Join and establish the newly setup Monitoring, Reporting and Modeling Framework Team and apply your analytical and data‑science skills to monitor credit risk models across the bank. This includes IRB, IFRS 9, Stress Testing,Permanent Patial use of theStandardsed

Approach (PPU/SA), and Economic Capital, enabling data‑driven decision‑making.

• Monitor and report the use of own funds requirements, including exposure to regulatory topics such as IRB roll‑out plan, Types of Exposures segmentation, and the controlled use of the IRB and Standardised approaches, in line with internal standards and regulatory requirements.
• Secondly, support in monitoring the performance of all types of credit risk models (IRB, non-IRB, IFRS9, Economic Capital, Stress Testing and Scorecards) used across retail and non-retail portfolios and analyze root-causes of performance deterioration.
• Further develop tooling for automated model and credit risk landscape monitoring.
• Oversee the review and development of modelling frameworks (standards, guidelines, and procedures) that support development and monitoring of credit risk models.
• Work with SQL, PowerBI, Python/PySpark on Azure/Databricks and/or SAS.
• Clearly communicate and present analytical results to a broad range of stakeholders.
• Opportunities to grow towards Expert, Project Management or Coaching career paths.

The Monitoring, Reporting and Modelling Framework team is part of the Credit Risk Control Unit (CRCU) and Model Strategy department that is accountable for the oversight of the model life cycle of Credit Risk models. The team works closely with the risk modelling teams. You will join an international, collaborative team of approximately 16 colleagues. Your office location is in Atlas Arena-Asia Building, with a planned relocation to the new head office at Foppingadreef during 2026/2027.

The team operates in a hybrid working model where at a minimum we meet in the office once per week.

• MSc or PhD in a quantitative field.
• Strong programming skills in SQL and/or Python, with experience in data‑driven research and working with (large) datasets.
• Strong analytical skills, with the ability to identify trends, assess data quality, and translate complex data into actionable insights and reporting.
• Experience with, or willingness to learn, modern data and analytics tools such as Databricks, PowerBI, Git, and SAS.
• Knowledge of, or willingness to develop expertise in, credit risk management, banking credit processes, and relevant regulatory frameworks (e.g. CRR3, ECB Internal Models Guide, EBA Guidelines, IFRS9).
• Knowledge of, or willingness to develop expertise in, Risk‑Weighted Assets (RWA), regulatory capital frameworks, and key credit risk concepts, including PD, LGD, EAD, Definition of Default, and the application, monitoring, and reporting of Standardised (SA) and Internal Ratings‑Based (IRB) credit risk approaches.
• Interest in financial markets, banking products, balance sheets, financial reporting, and risk management.
• Responsible, driven, high attention to detail, strong focus on data quality, and a delivery‑oriented mindset.
• Strong communication and problem‑solving skills, with the ability to collaborate effectively across business and risk functions.

We believe it is important to be a good employer. Joining us means stepping into a role with impact, supported by excellent employment conditions that foster your job satisfaction, development, and wellbeing.

In addition, we offer:

• An attractive gross monthly salary based on a 36‑hour work week, including holiday allowance and a flexible benefit budget.
• An excellent pension scheme, ensuring that you are well prepared for the future.
• Flexibility in working: working…