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Senior Credit Risk Modeller - Amsterdam

  • Job type: Permanent
  • Location: Amsterdam, North Holland
  • Salary: €80000 - €110000 per annum
  • Job reference: 452603/001_1560443788
  • Sector: Selby Jennings, Risk Management
  • Date posted: 13/06/2019

They have an exceptional brand name in the European banking market and are currently hiring rapidly across Europe, so this is a very exciting opportunity in terms of career growth. They are looking for a seasoned professional to cover their European portfolio and an individual who has ideally developed credit risk models and is experienced in using data modelling software IFRS9 and Basel and/ or coding (C++, Java, Python, R, SAS).

Job Responsibilities:

  • Developing credit risk models in correlation with the Bank's modelling standards
  • Covering a portfolio across Europe
  • Add value by improving and monitoring existing models

Job Requirements & Skills:

  • Degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
  • Extensive knowledge of Basel and IFRS 9 models
  • Extensive experience in developing statistical Credit Risk models for Wholesale Banking portfolios
  • Extensive experience in using data modelling software/ or coding (C++, Java, Python, R, SAS)
  • Experience in being a sparring partner/advisor to Senior Management
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