Credit Risk Modeller Brussels – Credit Risk Modelling Jobs

Full Time, Permanent
Brussels, Belgium
Posted 9 months ago

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Credit Risk Modeller

My client is a leading European bank with a presence in Brussels.  The Credit Risk Model Development Team is an energetic international team of highly qualified professionals. The team is responsible for the development and monitoring of all regulatory and non-regulatory credit and trading risk models for their private and business customers.  These models are core to their success and are applied to determine the exposure measurement, capital adequacy and the management thereof.

They now seek a Credit Risk Quant or Credit Risk Modeller. With state-of-the-art modelling methods, tooling and data processing technologies, the position also offers excellent opportunities to broaden your model development skills in Financial Markets ( remove the market risk)


  • At least 3 years’ experience as a Credit Risk Modeller
  • An academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
  • Extensive knowledge of Basel, IRB and IFRS 9 models building PD. LGD and EAD models
  • Good knowledge of and experience in developing expert based or statistical Credit Risk models for either Retails or Wholesale Banking portfolios
  • Extensive experience in using data modelling software/ or coding (SAS, Python, R)
  • Experience in being a sparring partner/advisor to Senior Management

Additionally you should have:

  • Strong analytical, problem-solving, communication and execution skills
  • An Independent, creative and pro-active mind-set
  • The ability to challenge the status quo
  • great team player skills
  • and of course, you should be fluent in English

If you are a Credit Risk Quant or Credit Risk Modeller looking for your next challenge with a great working environment and the opportunity to excel in a dynamic and agile environment, then we would be keen to hear from you. for the best credit risk modelling jobs

Job Features

Job CategoryBanking
Base Salary€ Excellent
Job Expiry2023-11-10

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