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Credit Risk Modeller in the Netherlands

Location: Amsterdam Salary: Salary Negotiable
Sector: Accountancy & Finance Job Type: Permanent
Shift Type: N/A Applications: N/A
Posted: 11 months ago Reference: 3045534

On behalf of our prestigious Partner, who is providing financial services for the biggest financial institutes, we are looking for talented professionals in modelling/quantitative analysis. The location is the Netherlands (Amsterdam).

Why it is a good opportunity for you:
• Opportunity to be part of a young, dynamic and diverse team of financial professionals in the Netherlands
• Long-term career opportunities in abroad
• Deep knowledge of model development
• Global company – monumental organization
• Creative inspiring working environment
• Competitive salary and benefit package

What you will be doing:
• As Credit Risk Modeller you are responsible for the development of credit risk models. Focus is laid on the development of rating/ PD (Probability of Default), EAD (Exposure at Default), LGD (Loss Given Default), provisions (IFRS9) and Regulatory/ Economic Capital models.
• There models are used for capital calculations; for determination of the loss buffer the bank needs to hold in order to absorb losses; within the credit approval process for both individual and corporate clients; for the determination of accounting provisions.
• As Medior you are able to complete task (or parts of) independently on your own. You are actively participating in the project by contributing with your ideas.
• As Senior you are responsible for the choice of models to be used within big projects. You are responsible for both the content directions as the timeliness of the project. You feel comfortable with decision-making on important topics with minimum input.
• You will be placed in a big team of modellers, which complete different facets of the modelling project. You will be part of a big team, but you will be working together in smaller teams of 10 to 25 team members.

Requirements that make you the best candidate:
• Master/BA degree in Econometrics/ Financial mathematics/ Physics or comparable
• Good knowledge of statistical/econometric techniques
• Fluent English in oral and written. This is required because the work floor language is entirely English. Dutch is an advantage, but not required
• Minimum 2 years of experience in development and validation of credit risk models (Medior). With an experience of 4 to 6 years the candidate can be considered for a Senior position
• The candidate can independently develop models/ make quantitative analysis in Matlab
• Experience with Matlab is considered as big advantage. Also experience with model development in other languages (for example R, Python or C++) is highly valued.
• The candidate has problem-solving capabilities and is able to deliver the correct balance between effort and result
• The candidate is skilled in communication and has excellent interpretation and presentations skills

Apply directly to Evelin Pintér – Research Consultant, for a short, pressure free and confidential discussion on this role and other opportunities.
Tel: +36 1 8833 553
Web page:

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