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Credit Risk Modeller - VP/Director - Netherlands

  • Job type: Permanent
  • Location: Amsterdam
  • Salary: Competitive
  • Job reference: GESH17March
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 27/03/2018
Credit Risk Modelling - VP/Director - IRB/IFRS 9/ECL models - Netherlands

One of the top European banks in the Netherlands are looking to expand their Quantitative Risk team based in the Netherlands. They are looking to develop both Wholesale and Retail credit risk models from scratch so would like to add multiple exceptional candidates with IRB/IFRS 9/ECL model development experience from the European market.

For some, this will be an incredible opportunity to develop models from end to end in a new function. For others, it will give them the opportunity to step away from the technical aspect of model development and be the key point of contact for the regulators as well as the project leaders for the build out. 

Key requirements:
  • Experience in Retail and wholesale Credit Risk Modelling (PD/LGD/EAD/IFRS 9/Stress testing/ECL)
  • 5+ years of relevant quantitative risk work experience 
  • Strong skills across Python, R, SAS, SQL or a comparable software packages
  • Managment/project leadership experience is a plus
  • Relevant experience in financial markets gained at either a top-tier consulting firm or within a commercial banking or capital markets environment.
  • Ability to work to tight deadlines
  • Excellent academic background (PhD / MSc in Quantitative / Statistical / Numerical subject)
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