Job Detail

Credit Risk Modeller

Location: Western Europe > The Netherlands > Amsterdam
Work Type: Contract

In this role you will play a key role in the implementation of Basel IV. As a credit risk modeller you will work closely with various stakeholders to develop credit risk models from concept and prototype to go-live in production.

 

Role Responsibilities:

  • You will develop and test credit risk models
  • Ensure model compliance with Basel IV regulation.
  • Work closely with colleagues and stakeholders of all nationalities to solve highly complex challenges and establish workable models that the bank can put into practice.
  • Cooperate with a variety of stakeholders including IT, Risk Management, Finance and external regulators (like DNB and ECB) and more. 

Essential

  • A master's degree in a relevant quantitative field (econometrics, mathematics, physics, AI or similar).
  • 2-4 years of relevant experience, preferably related to credit risk management and regulation including methodologies as A-IRB or IRFS9.
  • A passion for using/developing models to solve complex problems.
  • Strong programming skills: Python
  • Experience with programming is a plus: Matlab, SQL or GIT.
  • Minimum of 3 years of experience in – and affinity for – working with data.

 

Reference Number: 9043
Contact Details:parker@teampcn.com
Profession:  Risk & Fraud > Accounting & Finance
Company:Payments and Cards Network

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