Eames Consulting is currently partnered with an Investment Bank in Amsterdam, searching for a Credit Risk Modeller to join their Credit Risk Model Development Team within the Financial Risk Management Group.
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 our private and business customers
Responsibilities include (but not limited to):
The Client is looking for a colleague who wants to further develop a successful career in Credit Risk Modelling for Wholesale banking models You 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. You will take responsibility for developing and calibrating credit risk models. The models that you develop will cover all products and geographical regions for the bank. In addition to the modelling activities, you will also be responsible for further improving the measurement and monitoring of existing models.
Skills and Competencies
- A 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 think this opportunity might appeal, please apply below or contact me for more information.
