Senior Credit Risk Analyst

Our client, a large international bank, is looking for a Senior Credit Risk Analyst who has responsibilities in several key areas, such as portfolio risk, impairment, capital, ICAAP and ILAAP. Main task lies with finding the answers to some key questions facing the business.

Additionally, the role supports strategic projects through detailed analysis and testing and working with other teams on initiatives that benefit the customer experience. All in close cooperation with colleagues in the team, as well as partnering with business functions.

Main Tasks & Responsibilities
• Generate key management information, interpret complex data using statistical techniques and provide insights to support business direction setting.
• Translate insights into actionable recommendations for senior management and stakeholders, communicate and drive through their delivery.
• Contribute to impairment, capital, ICAAP and ILAAP recalibration/management judgement processes and approvals.
• Performs and reports on different stress test exercises (Bafin, EBA, ECB, etc.)
• Build and manage effective relationships with colleagues in the wider Risk team and across partnering business functions (such as Operations, Finance, Customer Analytics and Risk Infrastructure).
• Draft timely, accurate and insightful management reporting, including FinRep and CoRep.
• Ensures a strong risk measurement infrastructure, including models, data, control environment and compliance with internal policies and external regulatory requirements.
• Act as backup of the Credit Risk Control Unit lead. Coach the Credit Risk Analysts in their work.
• Build strong relationships with stakeholders and demonstrate an understanding of- and support to their business area. Manage communication with both internal and external stakeholders effectively.

Skills & Requirements
• Master’s degree level or equivalent in a highly analytical and numerate discipline, such as econometrics, mathematics, physics, or similar.
• At least 4 years of experience as a credit risk analyst.
• Basel regulation knowledge, specifically on capital (credit risk) and Basel III regulatory framework.
• Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing
• Good understanding of more sophisticated credit risk measurement and management techniques and able to apply these independently.
• Broad knowledge of credit risk lifecycle, decision systems and financials.
• Pro-active attitude is required.
• Ability to get things done under pressure and hands-on mentality.
• Advanced analytical and problem-solving skills
• Self-motivated and well organized
• Confident and credible communicator who displays both technical knowledge and commercial understanding.
• SAS and SQL (Advanced) skills/ Working knowledge of VBA is a plus
• MS Office Advanced skills (Excel and PowerPoint); Experience with Power BI is a plus
• Excellent communication skills (English); Dutch is a plus

Offer
On top of being part of an international group and fantastic colleagues they offer you.
• A compensation package in line with the market with excellent secondary employee benefits.
• 13th month salary, either paid monthly or once a year in December.
• A position for 32 to 40 hours a week.
• We value your work-life balance, so offer.
• Flexible working; you can schedule your work hours to meet your personal needs.
• Hybrid working; you can work from anywhere, even work from another country within the EU.
• And provide you with a home office set up.
• 30 DAYS PTO (or 240 hours) per year (based on fulltime employment).
• You can ‘swap days to exchange Dutch National Holidays for another day of your choosing.
• Non-contributory PENSION scheme.
• You can join our collective medical scheme with a discount.
• To support our Green goals, we encourage you to purchase a bike via our bike plan.
• We want you to be healthy, so support you in joining a gym of your choosing through our sponsored (bedrijfs-) fitness.
• Get to know everyone in person and join the quarterly Connection events.

Are you interested in the role of Senior Credit Risk Analyst? Then apply as soon as possible.