Role: Non-Retail Credit Risk Modeller (Quantitative researcher)
Location: Amsterdam
Salary: Competitive and candidate dependent
A leading global corporate bank is on the hunt for a Non-Credit Risk Modeller. In this role you would be responsible for development and maintenance of Credit Risk models for a portfolio of non-retail clients covering over 100 billion euros. Next to working with the models, you would be responsible for the stake hold management. You would work in a multidisciplinary team that will put you in the heart of the company. If you have a knack for model maintenance and development, thrive in a diverse team, and are a great in communication, we would love to hear from you. Don't miss this chance to make a global impact. Apply now!
The candidate:
- More than four years of experience within risk modelling, especially in banking or finance
- An academic education in a relevant field
- Knowledge on ECB guidelines of A-IRB models
- Knowledge of developing A-IRB models
- Skills in software packages for statistical and data analysis (e.g., Python, SAS, R, and MATLAB)
- Pro-active, a team player, goal oriented, and great at communication
The responsibilities
- Maintaining and developing Credit Risk Models
- Making decisions on which quantitative techniques and methods work the best
- Stakeholders Management
