Credit Risk Data Analyst

Amsterdam

Job description

As a member of the Risk Data Modelling team, you will be working on a daily basis to supply the various Risk Modelling departments with the data they need to compile and develop risk models. 50% of your time your duties will consist of technical aspects such as SAS/SQL programming, compiling analyses on source data quality and putting together datasets. The remaining 50% will revolve around providing insights and presentations on your findings. You will frequently interact with modellers and representatives from the business and will be expected to verbally defend your findings to your stakeholders.

Profile

  • Proven practical work experience and a quantitative background (eg. econometrics, business administration, informatics)
  • At least 4 years’ experience
  • Extensive technical knowledge of SAS Enterprise Guide and/or SQL
  • Knowledge of the Python programming language and working in an Azure environment are a pre
  • An ability to detail and challenge requirements
  • Knowledge of credit risk management within Banking

Company profile

Our client is one of the bigger banks within the Netherlands. The Risk Data department is the bank’s expertise centre for the development and implementation of quantitative risk models.

In this role, you will part of one of the Data Modelling teams with each their own Risk expertise. Given the importance the regulatory authorities ascribe to modelling and the data underpinning it, this is a challenging role with a potentially heavy workload. In this context, you will take responsibility for various projects.

Publication date

01.05.2020

At a glance
Match criteria
Specialization
  • Quantitative Finance
Seniority
  • Medior
Recruitment form
  • Permanent
More information
Dennis Yap
Mobile: (06) 1439 3978
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