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Expert in Quantitative Methods - Internal Ratings Based Credit Models

Company not shown
 Amsterdam, Netherlands
Finance/Accounting, English

Job Description:

(COMPANY NAME) is looking for Financial Risk Modellers that have a strong affinity with Credit Risk Modelling within the Financial Risk Model Development department. It is is an energetic international department of over more than 100 highly qualified professionals, who are determined to develop the best possible financial risk models to empower the customers of (COMPANY NAME) to stay ahead financially, in life and business. The expertise of the department lies in the development and management of all regulatory and non-regulatory Credit Risk, Market and Trading Risk, Operational Risk and Asset and Liability Management models with state-of-the-art modeling methods, tooling and data processing technologies. These models are core to the success of (COMPANY NAME) and they are applied for different purposes, amongst others to determine the exposure measurement, capital adequacy and the management thereof. The Quantitative Methods Team is a dynamic team of highly qualified professionals within Financial Risk Model Development. The core task of the team is the development and maintenance of methodologies for the models in the scope of the department. These methodologies cover model development, model monitoring and model data gathering and consumption, and form the technical base for the work done in the department. The position offers excellent opportunities to take your model development skills to the next level. Does it sound interesting? Please read on!

What you'll do
* Together with your colleagues, you will play a crucial role in enabling the development and maintenance of models for measuring and managing risks, as well as guiding and advising model development colleagues
* You will take responsibility for developing methodology based on best practices, academic research, and extensive analysis of the model-related regulatory frameworks, with applications in credit risk and market risk
* Together with your colleagues, you will play a crucial role in the further development and maintenance of financial risk models, assuring compliant methods in line with all regulatory updates, as well as steering and advising the front office colleagues when taking Financial risk decisions
* You will assist in the application and use of the models by means of support, trainings and presentations
* You will help in setting up methodology related aspects in the scope of the team
* You will define and implement bank-wide credit risk modelling methodology, with a specific focus on regulatory Internal Ratings Based models
* You will be involved in support of development teams, of automation tooling for model development and monitoring, and requirements for data delivering stakeholders
* You will contribute with your expertise to regulatory and internal projects

How to succeed
* MSc degree or PhD in e.g. mathematics, physics, econometrics
* Experience with development of (credit) (risk) models
* Excellent knowledge of statistics and/or mathematics
* Excellent knowledge of programming, preferably in SAS, SQL, Python, R
* Vast Experience with risk modelling
* Knowledge of banking and financial industry, financial and lending products, and processes
* Experience in being a sparring partner/advisor to senior management
* You have strong analytical and problem-solving execution skills
* You are an independent, creative and pro-active mind-set
* You have organizational skills to work in a structured way and maintain focus on the broader picture
* You have a focus on delivering pragmatic and feasible solutions
* Fluent English language skills
* You are keen on delivering new approaches by a research-oriented attitude
* You have skills to effectively communicate with stakeholders (with non-technical background)

What we offer
A job from 36 to 40 hours and a unique offer that fits in with the times of today. We take into account your home situation and your ambitions and help you to balance work and private life. Discover yourself our employment conditions:
To give you an idea, we will tell you about the benefits of working at (COMPANY NAME):
* A salary tailored to your qualities and experience
* Great international career opportunities
* Flexible working hours and the possibility to work at home
* Reimbursement for travel expenses
* 24 vacation days with a 36-hour working week. If you work 40 hours a week, you will receive 27 vacation days
* Pension scheme
* 13th month salary
* Individual Savings Contribution (BIS), 3.5% of your gross annual salary
* 8% Holiday payment
* Personal growth and challenging work with endless possibilities to realize your ambitions
* An informal working environment with innovative colleagues who strive for the very best
* Progressive way of working according to the Agile method, so that new ideas come to life

Contact the recruiter attached to the advertisement for more information. Want to apply directly? Please upload your CV and motivation letter by clicking the "Apply" button.

About us
With around 52,000 employees and operations in approximately 40 countries, there is no shortage of opportunities for people with initiative who want to make a dixxx6;erence. We hire smart people like you for your potential, not your past. Our biggest expectation is that you'll stay curious. Keep learning. Take on more responsibility. In return, we'll back you to develop into an even more awesome version of yourself.
If you want to work at the cutting edge of what's possible, surrounded by progressive, inspiring and supportive colleagues, there is no better place to invest your talents than at (COMPANY NAME). Join us. Apply today

Source: Company website
Posted on: 03 Jun 2020
Languages: English
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