Senior Credit Risk Modeller

This search procedure has been closed (01-02-2024).
Salary undisclosed
Robert Walters

The position

You are Model Development and Monitoring function of the Risk Management & Controlling department. The Bank develops and uses retail / credit risk models for IRB, IFRS9 and internal risk management purposes (loan acceptance, forecasting and stress testing, operations etc.). Interested? Please read further

Tasks & responsibilities

  • Initial model development / redevelopment / monitoring of credit risk models (IRB, IFRS9, credit decision models, etc.);
  • Ensure compliance with applicable regulatory requirements for capital and accounting risk models;
  • Introduce model testing methodologies and standards;
  • Introduce and challenge advanced statistical techniques development of credit risk models;
  • Ensure a reliable infrastructure, including models, data, control environment and compliance with internal policies and external regulatory requirements;
  • Use state-of-the-art modelling techniques and ability to develop these further;
  • Build and manage effective relationships with colleagues in the wider Risk team and across partnering business functions (such as Modelling and validation functions, Finance, Customer Analytics and Risk Infrastructure);
  • Work pro-actively with IT and operational areas to drive forward and mitigate issues in the implementation and use of the models;

Candidate profile

  • Postgraduate qualification in a relevant subject (econometrics, statistics, maths, operational research), with knowledge of advanced statistical and analytical techniques.
  • A highly analytical approach to problem solving.
  • Data analytics skills and programming skills (SAS, Python)
  • Ability to get things done under pressure, hands-on mentality and pro-active.
  • Excellent English communication skills both verbal and in writing and ability to demonstrate these skills effectively across all levels of the organisation.
  • Proven ability to work well within a team environment,
  • Experience in credit risk modelling in the IRB and/or IFRS9 context (5+ years).
  • Understanding of the regulatory environment and requirements for capital and accounting risk models (CRR, EBA RTS's and Guidelines, IFRS9).
  • Understanding of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.
  • Experience in the extraction and manipulation of data to support risk model development
  • Experienced in the use of SAS and Python in risk modelling problems (advanced/proficient level).


.You can apply for this position by using the form below. 

This search procedure has been closed (01-02-2024).

About this headhunter - Robert Walters

Robert Walters is wereldwijd een toonaangevend wervings- en selectiebureau, opgericht in 1985. Personeelsmanagers wereldwijd vertrouwen erop dat wij de beste specialisten voor hen vinden en zowel de grootste multinationals als het MKB en startups mogen wij tot onze klanten rekenen. We werven wereldwijd mensen voor vaste functies en interim-posities.

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Robert Walters has been active on Lintberg since 2008.