10 months ago
- Validate Credit Risk models
- Create high-quality reports for senior management, auditors and the European Central Bank.
- Interact with model developers, senior management, auditors and the ECB.
- Have an up to date knowledge of current regulations and policies.
- Extensive knowledge in modelling/validating IFRS9/IRB models (PD, LGD, EAD)
- A Master of Science or Ph.D. in mathematics, physics, statistics, econometrics or another relevant quantitative field
- 3-5 years of relevant professional experience in a consulting environment, a model development or validation team in the financial industries
- Strong quantitative skills, in particular a deep understanding of quantitative modeling techniques, with practical experience in credit risk (Basel III - IRB, IFRS9)
- Ideally additional knowledge and experience in further risk types and/or advanced quantitative finance topics, eg counterparty credit risk/exposure simulation
- Good IT and programming skills, with practical experience in languages such as Python, R, VBA, SQL
- A strong interest in taking responsibility, developing technical excellence and advancing innovative approaches in credit risk modeling and management
- Key success factors: team player, goal-oriented, commitment, quick understanding, analytical and organizational skills, as well as project management skills.
- In an international environment, a proficient level of business English is a prerequisite; fluency in German is a clear plus.
Why the Netherlands you may ask?
- Great work-life balance (36/40hr working week)
- 30% tax ruling benefit for ex pats
- Great relocation packages included
- Less hierarchy than US, UK, French banks
- Great career growth opportunities