Credit Risk Modeller
Consultant Ton van der Kooi
Datum 25 juni 20192019-06-25 2019-08-24 banking Amsterdam North Holland NL EUR 70000 110000 110000 YEAR Robert Walters https://www.robertwalters.nl https://www.robertwalters.nl/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
Do you want to be part of a leading, international and innovative bank? Are you an experienced Risk Modeller with good quantitative skills? Then keep reading.
For an international bank I am searching for a Credit Risk Modeller.
The Credit Risk Model Development Team is an energetic international team of highly qualified professionals. The team is responsible for the development and monitoring of all regulatory and non-regulatory credit and trading risk models fot the private and business customers. These models are core to the success of the bank and are applied to determine the exposure measurement, capital adequacy and the management thereof. The Credit Risk Model Development Team is part of Financial Risk Model Development.
Financial Risk Model Development comprises of a team of 80 modelling experts. Their expertise lies in the development and management of Market Risk, Credit and Trading Risk and Financial Markets models, with state-of-the-art modelling methods, tooling and data processing technologies. The position also offers excellent opportunities to broaden your model development skills in Financial Markets and Market Risk.
Tasks and Responsibilities
You will play a crucial role in the development and maintenance of models for measuring and managing Credit and Trading risk, as well as steering and advising the front office colleagues, when taking credit risk and trading decisions. You will take responsibility for developing and calibrating credit risk models by applying the banks modelling standards. The models that you develop will cover all products and geographical regions in the groups portfolio. In addition to the modelling activities, you will also be responsible for further improving the measurement and monitoring of existing models.
Education and skills
- A academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
- Extensive knowledge of Basel and IFRS 9 models
- Extensive knowledge of and experience in developing expert based or statistical Credit Risk models for Wholesale Banking portfolios
- Extensive experience in using data modelling software/ or coding (C++, Java, Python, R, SAS)
- Experience in being a sparring partner/advisor to Senior Management
Additionally, you should have
- Strong analytical, problem-solving, communication and execution skills
- An Independent, creative and pro-active mind-set
- The ability to challenge the status quo
- great team player skills
- and of course you should be fluent in English
- A very competitive salary
- A relocation package
- Benefits such as a 13th month’s salary, Public Transfer Business Card, pension scheme
- The opportunity to excel in what you do
- A dynamic and agile international working environment
- Great international career opportunities
Are you interested in the role of Senior Credit Risk Modeller? Then apply as soon as possible.