£50k - 80k per year
10 months ago
Junior - Senior Credit Risk Modelling
The Model Development Team is an 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.
Required experience and skills:
- Finance, Economics, Mathematics or Financial management Masters
- Credit risk modelling experience; IFRS 9
- Min. 2 - 10 years work experience within banking or consultancy (big4)
- Proven track record in a number of risk management /regulatory reporting projects, preferably within the credit risk modeling domain
- Python, Matlab, or SAS, SQL, Python programming;
- Good communication skills in English (Dutch is a plus)
- A positive approach and getting things done efficiently/ making complex things easy to understand
- Ability to work under pressure with short deadlines.
Competitive market rate salary provided