Credit Risk Modelling

Credit Risk Modelling

  • Location


  • Sector:

    Risk Management

  • Job type:


  • Salary:

    £50k - 80k per year

  • Contact:

    Meisy Jangoan

  • Contact email:


  • Contact phone:


  • Job ref:


  • Published:

    about 1 year ago

  • Expiry date:


  • Consultant:


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