Sr. Credit Risk Model Specialist - Non Retail Portfolio

Amsterdam

Job description

As a senior quantitative risk analyst, you will play a key role in ensuring that the bank makes informed, data driven decisions.

You will work with the business to understand the data they generate in their day-to-day activities. The aim is to unlock the intelligence contained within this data using the best quantitative methods and techniques. You will coach team members while developing new credit risk models, and will evaluate and improve the performance of existing credit risk models. Here, you can apply your leadership and quantitative skills and experience on various datasets and business challenges, and make a positive impact for the bank and its customers. You will be responsible for delivering important project goals, working together with junior and experienced risk analysts.

Requirements

  • A strong quantitative education in an area such as mathematics, econometrics.
  • Experienced in programming languages suited for doing statistical and data analysis (SAS, Matlab, R)
  • At least 7 years of work experience in quantitative risk analysis

Company profile

Our client is the third largest bank in the Netherlands, they have around 6 million customers. Our client has a big impact on the economy and the society.

What they offer

• The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally

• The opportunity to pro-actively work on your vitality and fitness

• An annual public transportation pass or travel budget, depending on the function

• An informal multi-cultural working environment with great colleagues

• Challenging work on complex and advanced quantitative problems

• Career development and the possibility to gain experience in all areas of risk modelling, in other business areas of the bank, or in one of our international locations

Publication date

17.12.2020

At a glance
Match criteria
Specialization
  • Quantitative Finance
Seniority
  • Senior
Recruitment form
  • Permanent
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