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Senior Credit Risk Modeller- Netherlands, Amsterdam

Posted on Feb 1, 2020 by Gazelle Global Consulting

Amsterdam, Noord-Holland, Netherlands
IT
Immediate Start
Annual Salary
Full-Time

Gazelle Global is excited to present this Tier 1 career opportunity with a leading bank that is rapidly expanding, its functional and technical operational capacity in the Netherlands.

The Role:

In this role as a Senior Credit Risk Modeller you will:

  • Gazelle Global is looking for a professional who wants to further develop a successful career in Credit Risk Modelling for Wholesale banking models.
  • You will play a crucial role in the development and maintenance of models for measuring and managing Credit and Trading risk in the Wholesale Bank.
  • You will steer and advise the Front Office colleagues, when taking credit risk and trading decisions.
  • You will take responsibility for developing and calibrating credit risk models by applying the modelling standards.
  • The models that you develop will cover all products and geographical regions in the Bank portfolio.
  • In addition to the modelling activities, you will also be responsible for further improving the measurement and monitoring of existing models.

Your profile:

At least 80% of the following skills and experience are required:

  • An academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics.
  • Extensive knowledge of Basel and IFRS 9 models.
  • Extensive knowledge of and experience in developing expert based or statistical Credit Risk models for Wholesale Banking portfolios.
  • Extensive experience in using Datamodelling software/or coding (C++, Java, Python, R, SAS).
  • Experience in being a sparring partner/advisor to Senior Management.
  • Strong analytical, problem-solving, communication and execution skills.
  • An Independent, creative and pro-active mind-set.
  • The ability to challenge the status quo.
  • Fluent in English.

The benefits:

  • Competitive salary over 13months & bonus
  • Flexible working schedule with 40h (or 36h) working week
  • A relocation package & dynamic and agile international working environment
  • Great international career opportunities
  • A public transport ticket for Netherlands
  • Best of bread training & certification funding

For immediate consideration please apply.

Reference: 835524547

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