Senior Credit Risk Modeller - Amsterdam Senior Credit Risk Modeller - Amsterdam …

Selby Jennings UK
in Amsterdam, Noord-Holland, Netherlands
Permanent, Full time
Last application, 16 Jul 19
EUR80000 - EUR110000 per annum
Selby Jennings UK
in Amsterdam, Noord-Holland, Netherlands
Permanent, Full time
Last application, 16 Jul 19
EUR80000 - EUR110000 per annum
Selby Jennings UK
Senior Credit Risk Modeller - Amsterdam

They have an exceptional brand name in the European banking market and are currently hiring rapidly across Europe, so this is a very exciting opportunity in terms of career growth. They are looking for a seasoned professional to cover their European portfolio and an individual who has ideally developed credit risk models and is experienced in using data modelling software IFRS9 and Basel and/ or coding (C++, Java, Python, R, SAS).

 

Job Responsibilities:

  • Developing credit risk models in correlation with the Bank's modelling standards
  • Covering a portfolio across Europe
  • Add value by improving and monitoring existing models

Job Requirements & Skills:

  • Degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
  • Extensive knowledge of Basel and IFRS 9 models
  • Extensive experience in developing statistical Credit Risk models for Wholesale Banking portfolios
  • Extensive experience in using data modelling software/ or coding (C++, Java, Python, R, SAS)
  • Experience in being a sparring partner/advisor to Senior Management

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