In a nutshell

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Knab was founded in 2012 because we wanted to do things differently. Simpler, smarter and more advantageous for our customers. Because we believe we can help everyone to maximize their financial affairs. "Feel at ease when it comes to your finances. Every day." By combining smart technical solutions with a healthy dose of human intelligence, we create financial services that really meet your needs. Add to that some of the sublime personal service from our employees and you end up with something that's truly unique to the world of finance!

In a nutshell
The Credit Risk Management (CRM) department facilitates the implementation of a sound risk management framework throughout Knab and further identifies, monitors, analyses, measures, manages and reports on all credit risks and forms a holistic view on all these risks. CRM as the second line function also challenges and assists in the implementation of credit risk management measures by the business in order to ensure that the process and controls in place at the first line of defence are properly designed and effective.

The banking industry in changing rapidly, and therefore Knab is also always on the move to keep in pace with market demands as well as customer expectations. Because of that, the CRM team is involved in run as well as change; on a daily basis we monitor and challenge the credit risk positions of Knab as well as adherence to relevant regulation. When we learn, we adapt and in order to do so in a proper way we look to enhance our team with a dedicated Risk Manager Credit Modelling.

Your main responsibilities;

  • You will be a key member of a team of risk modellers, fully responsible for the delivery of all credit risk models (IFRS9, Economic Capital, Stress Testing);
  • Represent the credit risk modelling team and, where and when applicable, CRM as a whole in internal and external meetings and committees;
  • Work together with colleagues on specific tasks such as model development methodology, model performance testing, back testing, sensitivity analysis and coding; reviewing documentations and code changes post development;
  • Take ownership for building and maintaining (credit risk) models;
  • Support the improvement of the bank's model development policy;
  • Support the (credit risk) model lifecycle e.g. take responsibility to defend the model development during the model validation process;
  • Monitor model performance and report to the model risk committee;
  • Comply to the model risk management framework withing the bank;
  • Provide best practices on risk management across the CRM team and broader within the risk domain;
  • Familiar with the regulatory and macroeconomic environment and the latest changes, able to provide opinions and advice on potential impact and development work to be done related to such changes.

The Credit Risk Management team (CRM) within Knab consists of 9 dedicated risk specialists; who from a second line perspective maintain the credit risk framework of the bank. In this we work closely with other teams within the bank. Joining the Knab Risk team you work together with ambitious colleagues and we provide you with a stimulating environment. The CRM team is part of the Risk and Compliance department. As Risk Manager Credit Modelling you report to the Head of Credit Risk Management.

We are looking for a motivated professional with ambitions to grow in the field of credit risk. More specifically, please check if you can tick the box on the following requirements:

  • An academic degree (MSc or PhD) in a quantitative or finance discipline (e.g. econometrics, data science, mathematics or physics);
  • A minimum 3+ years of experience in credit risk; 
  • Experience in credit risk modelling and also have skills and the ability to work together with team members in order to successfully complete projects;
  • Experience with the following is preferred: IFRS9, Economic Capital models, and Stress Testing models;
  • Experience in programming languages suited for doing statistical and data analysis, such as R/Python, SQL, and/or MATLAB; able to do code reviews;
  • Team player who can adapt and learn at a quick pace;
  • Comfortable defending models to ensure they pass the validation, internal and external audits and the regulator's review;
  • Being able to translate model outputs in meaningful information for risk management purposes.

Diversity Statement: Come as you are. Knab is an open workplace with positive vibes. We are inclusive of all nationalities, races and genders. We feel comfortable to bring our authentic whole selves to work and like you to do so too.

Work with us!
If you come to work with us, Knab will become a significant part of your life. Therefore, we make sure the ambiance is just as exciting as your job. Check the benefits!

If you have any questions regarding this role or the process, please feel free to reach out to us!

We don`t collaborate with third parties to fulfil this role.

More information

Application procedure

1. You apply
You apply
2. Intake (phone)
Intake (phone)
3. First interview
First interview
4. Case
5. Second interview
Second interview
6. Third interview
Third interview
7. Offer
8. Pre-employment screening
Pre-employment screening
9. Whoo! New job!
Whoo! New job!

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