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Senior Credit Risk Model Management

  • Job type: Permanent
  • Location: 2e Daalsebuurt, Bomenbuurt, Amsterdamsestraatweg na spoorviaduct
  • Salary: Competitive
  • Job reference: JHED86
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 26/01/2018
Senior Credit Risk Modeller 

One of the top European Investment banks are looking to expand their Quantitative Risk team based in the Netherlands. The individual will have the opportunity to develop and validate IRB credit risk models across both Retail and Wholesale portfolios. This individual will be leading projects whilst also being responsible for the 'hands-on' model analytics. As the role holds a range of responsibilities, the company require somebody who has had experience working with top European Investment banks or consultancies.

Key requirements:
  • Experience in Retail and wholesale Credit Risk Modelling (PD/LGD/EAD/IFRS 9/Stress testing/Life Cycle Models) 
  • Strong skills in Matlab, Python or a comparable software package
  • Management/project leadership experience 
  • Strong Credit Risk Analytics skills 
  • 5+ years experience 
  • Mentor and train young Junior members
  • 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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