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Credit Risk Modeller

Description

Credit Risk Modeller

At the moment I am looking for a Credit Risk Modeller. In this position you'll be at the forefront of developing and maintaining credit risk models, particularly focusing on the specialized lending domain. With expertise in IFRS9 and A-IRB frameworks, you'll play a pivotal role in analysing risk data, advising on methodological developments, and contributing to bank-wide projects.

Role Details:

  • Location: The Hague, The Netherlands
  • Must be living in The Netherlands
  • Work situation: Hybrid.

Responsibilities:

  • Develop and maintain credit risk models for specialized lending portfolios, adhering to IFRS9 and A-IRB frameworks.
  • Collaborate on risk data analysis and methodology updates to meet regulatory requirements and strategic portfolio developments.
  • Engage in model monitoring and contribute to continuous improvement of the lending process.
  • Advise on methodological developments as part of the internal Methodology Advisory Group.
  • Participate in bank-wide projects and regulatory initiatives, spanning multiple knowledge domains.

Requirements:

  • Minimum 3 years of credit risk modelling experience, with expertise in IFRS9 and A-IRB frameworks preferred.
  • Proficiency in Python and SQL programming for model development and analysis.
  • Experience in risk/regulatory projects within the banking sector.
  • Strong communication skills in English to effectively collaborate with stakeholders.
  • Ability to thrive in a dynamic work environment and contribute to a diverse, international team.

Michael Bailey International is acting as an Employment Business in relation to this vacancy.

Credit Risk Modeller