Senior Credit Risk Modeller- Netherlands, Amsterdam
Posted on Feb 1, 2020 by Gazelle Global Consulting
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.
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.
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.
- 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.