Credit Risk Modelling Specialist

Do you have strong quantitative skills and Credit Risk Modelling experience? Do you want to work in a diverse role with direct impact? Then keep reading.

As a Specialist Credit Risk Modelling, you will be responsible, together with a team of colleagues, for all quantitative models used to quantify credit risk within the bank. Because we are a relatively small bank, your role is very diverse and you will have the opportunity to really make an impact. The diversity of the role ranges from developing models in R to having discussions with our Board of Directors, De Nederlandsche Bank and our auditor on macroeconomic developments. Data and coding are central to your work: To develop a good model, understanding data is essential. In addition, modelling requires extensive knowledge of statistical methods to build the most accurate model possible. Within the department we have short lines of communication, and a flat hierarchy which means that ideas can be discussed, formalized and implemented quickly, and even be requested to be presented to the Executive Board . This position gives you the opportunity to be part of a great company with an entrepreneurial culture where we highly value personality and respect.

Your responsibilities include:

• developing and recalibrating credit risk modelsdiscussing and challenging modelling methodologies/results of colleagues
• monitoring the models and analysing trends in the data
• presenting results to senior management
• lead discussions with internal and external stakeholders such as Model Validation, Internal Audit, and the De Nederlandsche Bank
• improving processes and contributing to our internal code library

Your talents and experience.

Result-driven, proactive, able to lead, and resourceful, that's how we can best describe you as a Credit Risk Modelling Specialist. In addition, you have:

• a quantitative MSc degree, preferably in Econometrics, Mathematics, Physics or Actuarial Science;
• experience in developing statistical models such as logistic regressions, time series analysis and machine learning models;
• strong programming skills and coding discipline, preferably in R or Python, SQL and git;
• good knowledge of the English language, both oral and written;strong communication skills.

As a Specialist Credit Risk Modelling, you will be given a market salary plus:

• a flexible budget to arrange some of your own secondary employment conditions;
• the ability to decide how to spend this budget, from holiday allowance to a thirteenth month, extra leave days and much more.
• the space to take a longer period of leave; for a sabbatical, for example.training opportunities.a pension scheme.

Robert Walters Netherlands is acting as an Employment Agency in relation to this vacancy.