Credit Risk Modeller
Posted on Oct 23, 2019 by Levy Associates Ltd
Credit Risk Modeller - PD,EAD, LGD - IFRS9
Currently our global client in the Netherlands is looking for a Credit Risk Modeller who is specialised around Credit Risk Data models(PD, EAD or LGD)
Do you want to help build a better foundation for risk management? This is done on the basis of financial models that can predict these risks, with which the risks can be managed better and better. Good data is the foundation of these models. We are looking for you to help build this foundation. The Credit Risk team is currently looking for modellers to help remodelling their data platform.
The successful Credit Risk Modeller will have the following experience/skills:
- Academic level of work and thinking with, preferably, a degree in Econometrics, Mathematics, Business Administration, Computer Science or a similar degree
- Good technical knowledge (reading and writing) of SAS Enterprise Guide or SQL
- Good social skills due to. stakeholder management and the detailing and challenge of requirements
- Minimum 3 years relevant work experience, preferably in the financial sector
- Preferably knowledge of risk management in financial institutions and/or predictive models,
- Preferably knowledge of financial instruments, such as stock trading, options, futures, swaptions, loans, financial restructuring/recovery, collateral and credit administration systems.