Job Properties
  • Job Type
    Full-time Position
  • Category
    Research & Science
  • Languages
    English
  • Experience Required
    Entry
  • Degree Required
    Bachelor
    • Province
      Amsterdam
    • Date Posted
      November 28,2021
    • JSS
    • VISA
    • MOCKINTERVIEW
    • IMG_6430
    • Career Consultation
    • COVERLETTER CHECK
    • CV CHECK

    Credit Risk Modeller

    Are you a talented Credit Risk Modeller with strong quantitative skills? Do you want to work for a strong brand in the Banking Industry in Amsterdam and have direct impact? Do you have at least 3 years of experience in a similar position? Then keep reading.

    Description

    Your responsibilities

    Together with your 5 direct colleagues, you will be responsible for all IRB and IFRS credit risk models. The diversity of the role will reach from modelling in R to discussions with DNB on significant changes. From running a dedicated server for monitoring to advising management on model governance. You will be discussing the impact of subtle statistical choices on the bank, but also the required education and knowledge levels within the team.

    This vacancy is targeted at credit risk modelers who have built at least one model. Within the bank you will be part of a small dynamic team with broad responsibilities, your actions will have a direct impact.

    Your experience
    You have made at least one PD, LGD or EaD model for IRB or IFRS. You have experienced the ups and downs of such a process and aspire to master the skill in its entirety. If you consider it a skill to invest in, this is the company that can assist you in that development.

    You are comfortable in your current position, but you are noticing that you are no longer challenged enough. You could say you are too comfortable. This vacancy will give you the opportunity to be part of a great company with a great culture. An opportunity to rediscover your abilities and find broader responsibilities.

    Your profile

    • A quantitative master's degree, such as: Econometrics, Math, Physics;
    • 3+ years of experience in IRB credit risk modelling;
    • Strong programming skills and coding discipline (we program in R);
    • Fluent in English (the Team is international);
    • An independent worker and thinker;
    • A good team player.

    Offer
    You will be offered a market conform salary, depending on your experience. Additionally, the offer comes with excellent secondary benefits. The office is located in the heart of the Amsterdam Business Area in Amsterdam Zuid.

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

     
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