Credit Risk Model Analyst / Quantitative Modeller / Modelling Analyst
Do you want to take the next step in the financial world? Would you love to take ownership in credit risk models that are used for regulatory and economic capital calculation, risk based decision making, portfolio management, pricing, and multiple other uses? Do you have an analytical mind, a drive for solutions and a great awareness for risk? Then this might be the job for you.
- Managing the quantitative model life cycle for Credit Risk models and keeping oversight on the individual credit risk models and overarching perspectives;
- Contributing to the development, implementation and use of credit risk models, including contributing to adherence of relevant policies and regulations;
- Having close contact with the main stakeholders and departments of Credit Risk;
- Advising management of the bank on priorities and steering to the development and application of credit risk models and advising management on initiates risk-mitigating actions.
- You have a University BSc. or MSc. Degree in a quantitative or economic area;
- You have at least 2 years relevant work experience preferably in a Credit Risk related role in the financial industry;
- You have good understanding of (risk) modelling, (model) risk management and the use of models;
- You have knowledge and experience with at least one programming language (python is preferred);
- You know how to work according to Agile/Scrum methodologies;
- You have good communication skills: you aren’t afraid to ask for information, share your opinion and view, whether it’s asked or not.
- Travel allowance;
- Flexible work layout;
- Growth opportunities in both depth and width;
- Excellent salary;
- Training opportunities for professionally oriented courses.
- Personal guidance before, during and after your application process;
- Good understanding of your personal skills through various reports;
- Relevant preparation for your job interview;
- Always aware of your application process;
- Monthly personal contact with a Field Coach;
- Free participation on a quarterly basis in Personal Development Workshops;
- Regularly interaction with you iSense colleagues in your region (iHaveFuns).