Senior Credit Risk Modeller – Credit Risk Modelling Jobs

Full Time, Permanent
Amsterdam, Netherlands
Posted 8 months ago

Let's Quantribute

My client is a leading bank based in Amsterdam.  They now seek a Credit Risk Quant or Credit Risk ModellerThe 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.

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 and Market Risk.

The Credit Risk Quant or Credit Risk Modeller will be responsible for:-

Credit Risk Modelling for Wholesale banking models. They will play a crucial role in the development and maintenance of models for measuring and managing Credit and Trading risk in the Wholesale Bank, as well as steering and advising the front office colleagues, when taking credit risk and trading decisions. The Credit Risk Quant or Credit Risk Modeller will take responsibility for developing and calibrating credit risk models by applying well defined  modelling standards and will also be responsible for further improving the measurement and monitoring of existing models. 


  • An academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
  • Extensive knowledge of Basel and IFRS 9 models
  • Extensive knowledge of and experience in developing expert based or 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

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

Let’s Quantribute!

Job Features

Job CategoryAsset Management, Banking
Base Salary€ Excellent
Job Expiry2023-11-25

Apply Online

A valid email address is required.