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Senior Credit Risk Modeller

Employer
Danos Group
Location
Amsterdam, NL (Hybrid)
Salary
€70,000 - €95,000
Closing date
14 Mar 2024

Job Details

Our client, a Leading Dutch Financial Institution, is looking for a Senior Credit Risk Model Developer to join their international Risk Modelling team.

You will be working in a, international, team of professionals that have a true passion for what they do. The decisions made in this team will impact the company at every level and we rely on the expertise of this dedicated team to make these decisions. The client is an IRB bank with a unique combination of great opportunities, short reporting lines and broad responsibilities.

Making a difference

  • You will be responsible for developing, maintaining and continuously improving robust and reliable models, such as PD and LGD models stress testing- and provisioning models.
  • You will ensure that the models you developed are compliant with internal policies as well as external regulations (ECB, EBA, IFRS9).
  • You will work independently and as part of the team and reason the decisions taken throughout the modelling process.
  • Substantiating modelling assumptions and assessing their impact on the model outcome, as well as increasing the understanding of a model’s limitations and weaknesses are part of your responsibilities.
  • Developing recommendations based on the performed quantitative analysis and effectively communicating with the model stakeholders (Business, Model Validation, Senior Management, Internal Audit, et cetera) is also part of your responsibilities
  • You will translate new developments within the banking industry such as new regulation, industry best practices, academics and industry benchmarking exercises
  • You will support learning and development within the team (coach junior colleagues, prepare knowledge sharing sessions) as well outside of analytics (broaden the understanding of models and models outcome)

Key experience:

  • Master’s degree in Econometrics, Actuarial Science, Statistics, Mathematics or another quantitative discipline
  • Experience with credit risk models (PD/LGD/EAD) and knowledge in modelling or validation in either IRB or IFRS9
  • Regulatory requirements for internal models for credit risk (Basel III/IV, CRR/CRD, EBA technical standards and guidelines)
  • Experience with modern programming languages, e.g. SAS, PYTHON, R

Company

Founded in 2004, Danos Group is a global recruitment solutions provider specialising in Compliance, Financial Crime, Risk, Legal, Cyber, and ESG, offering comprehensive search, permanent, interim, and consulting solutions.

Our journey began with the establishment of Danos Associates, a leading contingency and search firm focused on mid- to senior-level permanent hires, followed by the creation of Danos Consulting to deliver consulting services and interim resourcing solutions.

Today, the Danos Group operates strategically from offices in London, New York, Singapore, and Hong Kong collaborating with clients across Financial Services, Commerce & Industry, Professional Services, and Regulatory sectors. We empower them to meet their risk, legal, governance, and regulatory responsibilities by consistently delivering experienced, top-quality professionals across EMEA, the Americas, and Asia Pacific.

Supporting Job Seekers in Their Career Journey - Danos Group is committed to providing comprehensive support to job seekers at every stage of their job search. Our dedicated team is here to empower you to make confident career moves and secure the ideal position within the right organisation.

Start Your Job Search Today:

  • London: +44 (0) 20 7610 6442
  • New York: +(1) 212 600 4834
  • Singapore: +(65) 6950 4502
  • Hong Kong: +(852) 2870 3910


Begin your journey with Danos Group and unlock new opportunities in your career.

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