Key responsibilities for the position of Credit Risk Modeller:
- Create IRB models covering wholesale and retail portfolios for European portfolios.
- Work closely with Finance, Risk Management, IT and external regulators while using coding such as: Python, SQL, MATLAB or other statistical programming languages.
- You will influence the dynamic of the team in a positive way
- +3 years of experience in working with data such as PD, LGD and EAD
- Degree in a quantitative field (Mathematics, Economics, Physics, AI or similar)
- Familiar with Python, SAS, R
- Perform well under pressure, team player, manage time efficiently, flexible and adaptable
- Any knowledge with machine learning would be a big plus
- Thirteenth month and holiday pay
- Flexible working time and location-independent working
- 100% reimbursement for commuting if you use public transport (can be traded for home/work allowance)
- Employee Benefit Budget of your gross monthly salary
- Pension scheme, you pay only 5%
If you are interested in the position of Credit Risk Modeller located in The Netherlands then this is a great option for you. We look forward to receiving your application.