Freelance Risk Manager (ZZP)

CRCU is responsible for the remediation, and also for preparing the application pack. This is currently partially handled by PMO and partially by CRCU. The project is now moving towards the delivery of the pre-application pack at the end of December. For this, the workload will increase in the coming months (from mid-October until Christmas) for all personnel working on A-IRB deliverables/obligations as well as for the CRCU.  

Looking forward, the following activities are understaffed and additional support is a solution to close this gap: 

1. Application pack supporting documents:  

   1. Material changes Assessment (for each material model change), including internal approvals; 

   2. Reversions to less sophisticated approach/PPU, including internal approvals; 

   3. Compose or update general documents for Application Pack; 

   4. Kick-off presentation as part of the pre-application, with a presentation for each obligation the remediation achievements. 

1. Supporting PMO on the administration of the Application Pack, ‘dots on the i’ and consistency checks 

2. Assessment of Regulatory Checklists from the different workstreams. 

3. Supporting CRCU review of deliverables and obligations. Most obligations and deliverables are assigned to CRCU members except the documentation of Data Collection. 

Requirements (to be listed in motivaton letter):

• At least 5 years of work experience in quantitative analysis within risk modeling or model validation.

• Hands-on experience with preparing A-IRB (Advanced Internal Ratings-Based) application packages, indicating knowledge of advanced credit risk models.

• Knowledge of relevant laws and regulations concerning credit risk, capital requirements, IRB models, and other applicable EBA (European Banking Authority) guidelines, implying familiarity with European regulations.

• Strong analytical skills to understand complex models and data.

• Structured and methodical approach, including involving others in this process.

• Excellent communication skills in both Dutch and English, enabling effective communication of complex issues and building strong relationships.