We are looking for an experienced Credit Risk Modeller (focus on IRB) who has passion about data, programming, credit risk and stakeholder management to join one of the biggest financial services companies in the Netherlands.
What are you going to do?
- As a modeller, your duties will consist of technical aspects such as SQL and Python programming.
- You’ll be working on documentation and using your communicative skills for stakeholder alignment.
- You also play an active role in the frequent team meetings where knowledge-sharing and transparency on progress is key.
An ideal profile would be:
- Experienced in working with developing credit risk models (PD, LGD…)
- Strong understanding of applicable IRB regulation
- At least a Master’s degree, preferably a beta study (econometrics, physics, statistics, or mathematics)
- Highly skilled in Python and SAS (skilled in C++, Java, and R is a big plus )
- Knowledge of risk management in financial institutions
- Excellent verbal and written communications skills in English
- Excellent stakeholder management skills
Amy +31682067040 (also on WhatsApp)