OVERVIEW

Non Retail Credit Risk Modeller / Credit Risk Quant

My client is a leading Dutch bank, with an international presence across Europe, Asia Pacific, and the Americas. They are looking for skilled Non Retail Credit Risk Modeller / Credit Risk Quant individuals who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.

As a Non-Retail Credit Risk Modeller, you will play a key role in ensuring that my client makes informed, data driven decisions. The main focus will be the development and maintenance of Quantitative Credit Risk models for professional clients covering over EUR 100 billion in exposure. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.

The Non-Retail Credit Risk Modeller / Credit Risk Quant will work in multidisciplinary project teams and will closely work together with the business lines in order to ensure that the models properly reflect the business and processes. The Non-Retail  Credit Risk Modeller / Credit Risk Quant will decide on the best quantitative methods and techniques to unlock the intelligence contained within the data. You are aware of new and existing regulatory requirements and ensure that these are properly reflected in the models.

The Non-Retail Credit Risk Modeller / Credit Risk Quant will apply your quantitative skills and experience on various data sets and business challenges, and make a positive impact for the bank and its customers.

YOU

• You have a strong quantitative education in an area such as pure mathematics, econometrics, actuarial studies, or physics. Besides that you have skills in software packages for statistical and data analysis, such as Python, SAS, R, and MATLAB
• You want to prove yourself in a quantitative modelling environment, and to apply your skills to derive meaningful, robust, data driven models to guide business decisions
• You fit the profile if you meet the following requirements: Quantitative academic education (Master’s Degree or PhD) in a relevant field, like econometrics, mathematics, actuarial studies or physics
• A good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning
• Able to effectively communicate (in written and spoken English) about your analysis and results;
• Experienced in modern programming languages (e.g. MATLAB, Python) or statistical languages (e.g. SAS, R)
• Strong analytic skills and affinity with data analytics, (pre)processing, and data handling
• Able to work independently and under pressure. Pro-active attitude and an excellent team player

My client will give you the opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally in an informal multi-cultural working environment with great colleagues. A competitive salary will be on offer as well as other great benefits.

info@quantribute.com for the best credit risk modelling jobs