interim Credit Risk Modeller
Consultant Dave Duim
Datum 24 september 20192019-09-24 2019-10-24 banking Amsterdam North Holland NL EUR 80 120 120 HOUR Robert Walters https://www.robertwalters.nl https://www.robertwalters.nl/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
For several clients we are currently recruiting interim Credit Risk Modellers. Do you have a quantitative background, and do you want to know more about working as an independent contractor? Then keep reading.
Working as an independent contractor gives you flexibility, freedom in choosing your own assignments and it has a financial advantage. I would like to tell you more about it during a personal conversation.
Example of activities:
- Developing credit risk models (PD, LGD, EAD) in line with model standards and regulatory guidelines;
- Collecting, verifying and if needed cleaning data;
- Testing the quality of the developed models;
- Execute model monitoring scripts;
- Present the outcome of the model monitoring in reports;
- Analyse the model performance and advise and model quality/accuracy.
Qualification and competencies:
- Quantitative academic education in a relevant field, like econometrics, statistics, mathematics or physics;
- Experience with (credit) risk modelling;
- Experienced in programming languages (e.g. SAS, R, Python);
- Experience with regulatory modelling (BASEL, IFRS);
- Experience with data analytics, (pre)processing, and data handling;
- Strong analytic skills;
- Excellent team player;
- English (fluent, verbally and written).
Are you interested? Then apply as soon as possible or send your resume to firstname.lastname@example.org!