Model Risk Management Specialist (Medior/Senior)

Do you believe in the power of data? Are you an expert in ECB and EBA regulation, or do you thrive on assessing complex financial models? Join de ASN Bank and strengthen the integrity of our model landscape as part of our Model Risk Management Cycle.

At de ASN Bank, we put people first — including the 3 million customers who trust us with their financial well-being. As Senior Model Risk Management Specialist, you’ll help ensure our models are reliable, explainable, and compliant by playing a key role in one or more of the pillars of our model risk operating model:

Your responsibilities

Model Risk Oversight

• Overseeing the Model Risk Management Cycle and its activities like Identifying a model, Assessment of Model Risk and Respond to Model Risk
• Overseeing the Model Life Cycle and monitoring the different stages
• Maintaining a central model inventory and lifecycle governance
• Planning, monitoring and reporting on model risk (MRR and IRR)
• Managing and monitoring model-related issues and remediation actions through our risk mitigation & control framework
• Embedding model risk appetite via structured RAS processes

Model Governance & Compliance

• Translating ECB, CRR, EBA and IFRS9 guidelines into internal model policies, standards and procedures
• Supporting the Model Risk Management (MRM) framework and ensuring governance enforcement
• Managing and monitoring model changes in line with regulatory expectations
• Actively engaging in model development, review, implementation and application
• Ensuring full regulatory compliance, aligned with validation planning
• Reviewing model performance monitoring and ensuring reliable reporting

You will also act as a key liaison between the 1st and 2nd lines of defence, maintaining effective communication with internal and external auditors, the Joint Supervisory Team, and model stakeholders throughout the organisation.

Your competencies

• A Master’s degree in a quantitative discipline (e.g. Mathematics, Econometrics, Finance, Economics)
• Minimum of 5 years of experience in model risk management or CRCU
• Strong affinity with and knowledge of models associated with, among others, credit risk, market risks, interest rate risk, AI and anti-financial crime.
• In-depth knowledge of regulatory frameworks: CRR, ECB, EBA, Basel, IFRS9
• Fluency in English, both spoken and written — as our documentation and communication are in English

You have a sharp analytical mind, excellent judgment, and a drive to improve model quality and control. You’re confident working independently, but thrive in a collaborative team with a strong sense of purpose.

About the team

You’ll join a proactive and highly skilled MRM team that values collaboration, learning, and impact. We support each other’s growth, hold each other accountable, and make room for your talent and ideas.

With a hybrid work model, a warm and inclusive culture, and meaningful responsibilities from day one, you’ll be empowered to make a real difference — for the bank and for society.

This is what you will get from us

his position is in scale 10 or 11 with a salary range between €69.671,78,- and €106.642,67,- gross annual fixed income (13th month and 8% holiday allowance included) and based on 36 hours workweek. In addition, you can count on:

• Flexible layout (or Flexible workweek schedule OR A 36-hour working week, to be flexible divided over the week, for example, 4x9) for example, 4x9.
• Holiday allowance and a thirteenth month.
• 208.8 hours of leave based on full-time employment regardless of your age.
• A good collective pension scheme.
• Good work-life balance and we are flexible in working from home.
• Good opportunity to continue developing yourself.

About us

ASN Bank is an accessible and forward-looking bank with an eye for people, society and the future. We sustainably contribute to financial solutions for our customers while addressing Dutch societal issues. We pay particular attention to sustainability, financial wellbeing and good housing. As a bank, we combine the convenience of secure mobile banking with the power of personal advice. Thanks to our nationwide network of branches, we are also physically close by when it matters.

Will you become our new colleague?

Shape (y)our tomorrow, apply today at ASN Bank in [location]. Upload your motivation letter and CV, and we will get back to you shortly. The application process consists of two interviews and an assessment.