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Job

Credit Retail Modeller

  • Location

    The Hague

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Salary:

    Competitive

  • Contact:

    Aya Agbaria

  • Contact email:

    a.agbaria@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Job ref:

    NL-8964

  • Published:

    about 1 month ago

  • Expiry date:

    2021-02-27

  • Startdate:

    ASAP

A great opportunity with a Dutch bank partnering with Hamlyn Williams has emerged within their Modelling and Data Analytics (MDA) Team! 

The team is responsible for the regulatory corporate credit risk models, bank-wide stress testing, PD and LGD IFRS9 corporate models, counterparty credit risk modeling (incl. EE, PFE and CVA/DVA) as well as has a leading role in the ongoing bank-wide transformational change programs.

What should you like?

  • Modelling
  • Boundary spanning
  • Implementation

What will you do?

  • Co-lead the redevelopment of the IFRS9 model framework for mortgage loans
  • (Re-) development of PD, LGD and EAD models for retail exposures
  • Be part of the internal Methodology Advisory Group which is responsible for advising the Risk Management Committee on methodological developments
  • Implementing and operationalizing of risk models within the Matlab ecosystem

What are we looking for?

  • Minimum 3 years of credit risk modelling experience
  • Strong preference for hands-on experience with IRB or IFRS9 models for Dutch residential mortgage portfolios
  • Hands-on experience with the latest EU regulations: CRR, EBA guidelines and RTSs
  • Good communication skills in English
  • A positive ‘can do’ mentality; no-nonsense approach/ getting things done efficiently/ making complex things easy to understand

 

Sounds like you and you would like to get more information? Press the Apply Now button below or contact me directly at a.agbaria@hamlynwilliams.com

I am a Risk market specialist working with a large variety of clients across the Financial Services industry. If this role is of interest to you, or if you’d like to explore other opportunities in the market, please feel free to reach out directly.