We are looking for a leading senior for our RegCap Data & Implementation team. As a leading senior you are guiding the colleagues in this team to deliver high quality and timely data preparation for new models and implementation of a range models. This team is part of our newly formed Regulatory Capital Modelling (RCM) department that is part of the division Quantitative Risk Management (QRM). The RCM department designs, develops and implements, regulatory capital models. As the leading senior, you are responsible for the change processes of data preparation, data connections and model implementations for these models.
The RCM department is one of the six departments in the QRM division. QRM is responsible for facilitating quantitative approaches (such as models) as a first line function within the CRO domain. The RCM department closely collaborates with other departments within QRM. In particular, the RCM department works with the Provisions & Stress Test Modelling (PSM) department which has a similar role with respect to IFRS9 models, and with the Backbone Risk Modelling (BRM) department which builds fundamental solutions on which various models are based. The Regulatory Capital Office (RCO) department is the model owner and main user of regulatory capital models.
The RegCap Data & Implementation team is one of the three teams within the RCM department. The other two teams are responsible for developing PD models and LGD models. Technical Engineers are allocated from the Data Domain to work with the RCM teams on data extraction solutions and model implementation. Their work is coordinated from a content perspective by the leading senior of the RegCap Data & Implementation team.
Way of working
The QRM division has a way of working to revolves around the management of “epics” that are allocated to and managed by leading seniors. Leading seniors escalate to the lead of the department whenever they cannot manage the challenges on the epics within their teams and with their stakeholders. As a leading senior, you are organizing and steering the efforts of your team on a daily basis. The lead of the department is accountable for the HR management of the colleagues, but you have a contributing role in this respect. Your role centers around delivering results that have been prioritized by management for the medium term. Together with other leading seniors within QRM you ensure that deliverables are aligned and that potential risks and impediments are discussed with your colleagues and management. Progress and status are recorded in online tooling and presented in a physical Obeya Room.
Currently the teams are working on the finalization of regulatory capital model implementations, as part of a larger project with major deliverables in Q3 2025. At the same time new initiatives have recently started which focus on deliverables in 2026.
Responsibilities
Leadership
As a leading senior, you are decisive, result-oriented and entrepreneurial. You lead by example and inspire, stimulate and support your colleagues. With transparent communication and a people-oriented approach, you create an environment in which employees grow and excel. You are a role model of our core values – Frank, Personal and Entrepreneurial – and thus contribute to the success of our team and the organization.
What do you bring?
What you will receive
This position is in scale 12 with a salary range between €6578 - and €8770 - gross monthly, based on a 36 hour workweek. In addition, you can count on:
About us
De Volksbank with its banking brands SNS, ASN Bank, BLG Wonen and RegioBank will continue under one name: ASN Bank. As such, we can respond more quickly to changes and build an agile and future-oriented bank. A bank that is accessible and committed to our customers and society.
Will you become our new colleague?
Shape (y)our tomorrow, apply today at ASN Bank in Utrecht. Upload your motivation letter and CV, and we will get back to you shortly. The application process consists of two interviews and an assessment. For more information, you can contact corporate recruiter, via femke.kessler@asnbank.nl