Accessibility Links

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
Similar jobs
VP, Credit Risk Analytics
  • Job type: Permanent
  • Location: Charlotte, North Carolina
  • Salary: US$160000 - US$190000 per annum
  • Description Our client, a top financial services organization is seeking a highly technical and quantitative risk professional to assume ownership of the development efforts for the firms predictive risk models
SVP Operational Risk
  • Job type: Permanent
  • Location: Atlanta, Georgia
  • Salary: US$170000 - US$200000 per annum
  • Description My client, a top bank with a global footprint, is seeking an individual to drive the development and implementation of an enhanced Operational Risk & Control program across all lines of business
SVP Operational Risk
  • Job type: Permanent
  • Location: Raleigh, North Carolina
  • Salary: US$170000 - US$200000 per annum
  • Description My client, a top bank with a global footprint, is seeking an individual to drive the development and implementation of an enhanced Operational Risk Oversight program across all lines of business under
Director, Operational Risk Management
  • Job type: Permanent
  • Location: Richmond, Virginia
  • Salary: US$180000 - US$220000 per annum
  • Description Responsibilities: Provide 2nd line risk oversight of the Information Risk Management Program and provides direct 2nd Line support for the Information Technology
Consumer Banking Operational Risk SVP
  • Job type: Permanent
  • Location: Minneapolis, Minnesota
  • Salary: Negotiable
  • Description A Global Investment Bank is undergoing a major overhaul to its Operational Risk framework and is seeking to add a senior individual with strong consumer and retail banking experience to its team! This