My client will give you the opportunity and freedom to build or validate the most effective models. Are you ready to put your skills to the test? As a Credit Risk Modeller / Credit Risk Model Validator will you build or validate risk models that have a direct impact on bank business and the lives of millions of customers. A challenge you can really sink your teeth into.
Making a difference
As a Credit Risk Modeller / Credit Risk Model Validation expert / Credit Risk Quant:-
- Depending on your experience and skills, you will build, test, develop and/or validate comprehensive risk models that support the bank’s ambitions and safeguard our customers
- Think here of mathematical, data-driven credit risk models
- You will work closely with colleagues and stakeholders of all nationalities to solve highly complex challenges and establish workable models that the bank can put into practice
- You’ll work intensely with a variety of stakeholders, including Risk Management, Finance and external regulators
- So in addition to putting your modelling skills to the test, we’ll also ask you to contribute to the team dynamic in a positive way
Your technology stack consists of Python (a must) , Matlab, SQL and GIT, or comparable packages and programming languages.
With Each Other
My client brings teams of talented people together to develop the next generation of risk models that not only thrill the regulators, but also drive their business forward. Both Risk Modelling (ALM & Credit) and Model Validation operate in an open atmosphere of collaboration and service. It takes a well-rounded team of experienced professionals who are willing to look beyond their own accomplishments and work together to achieve a common objective. Whether it’s safeguarding a huge mortgage portfolio, or calculating the risk-reward ratio of a large multi-national wholesale client, you will play a key role in processes that affect nearly every aspect of the bank’s business.
With you as a Credit Risk Modeller / Model Validation expert / Credit Risk Quant , you will strike a balance between strong leadership and open collaboration, with team members like:
Team Lead: “No one can solve the complex issues of modelling alone. That’s why the team works closely together to contribute to the overall result. You won’t ever hear ‘that’s not my job’. Much more often, you’ll hear, ‘how can I help?’ The person who leads this team should not be afraid to get her/his hands dirty. Every member of the team contributes. There are no ivory towers.”
If we were to ask your friends to describe you in a few key words, the answer would be: customer-focused, confident, and able to take on challenges with confidence and flexibility.
We’re searching for Credit Risk Modeller / Model Validation expert / Credit Risk Quant type people of all levels, but particularly mid and senior-level analysts. The Credit Risk Modeller will have:-
- A Master’s degree in a quantitative field (econometrics, mathematics, physics, AI or similar)
- A passion for using/developing models to solve complex problems
- Familiarity with Python
- Experience with programming is a plus: if you speak Matlab, SQL or GIT, you’ve got a head start. If you don’t, we’ll teach you
- Minimum of 3 years’ experience in – and affinity for – working with data
- It’s important to note that we aren’t just looking for top Credit Risk Modeller / Model Validator / Credit Risk Quant who are great at modelling. You’ll also need to be a true team player, with excellent communication skills in English, the ability to take other (non-analyst’s) interests into consideration.
Do you want to become the ideal version of yourself? My client wants to help you achieve this by focusing firmly on your growth, development, and investing in an environment where you keep learning every day. You can expect:-
- A competitive salary
- A thirteenth month and holiday pay;
- An Employee Benefit Budget of your gross monthly salary. You decide how to spend this budget. This may include purchasing extra leave days, or making extra pension contributions;
- Flexible working times and location-independent working;
- 100% reimbursement of commuting costs if you travel by public transport. Do you still prefer to travel by car or motorbike? Then choose a home/work travel allowance;
- A pension scheme, to which your contribution is only 5%.
If you are a Credit Risk Modeller / Model Validation expert / Credit Risk Quant looking for a the next great opportunity in your career – we are very interested to hear from you.
firstname.lastname@example.org for the best credit risk modelling jobs
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