Credit/Market Risk Validation
We’ll 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/Market Risk Modeller will you build or validate risk models that have a direct impact on bank business and the lives of millions of customers. We’ve got a challenge you can really sink your teeth into.
Making a difference
Your technology stack consists of Python, Matlab, SQL and GIT, or comparable packages and programming languages.
With each other
Collaboration is at the heart of everything we do. We bring teams of talented people together to develop the next generation of risk models that not only thrill our regulators, but also drive our business forward. Both Risk Modelling (ALM & Credit) and Model Validation operate in an open atmosphere of collaboration and service. We know that no one can solve the complex challenges of risk modelling on her/his own. 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 the bank’s €200 billion 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 Risk Modeler, you will strike a balance between strong leadership and open collaboration, with team members like:
Team Lead IFRS9: “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 Modelers of all levels, but particularly mid- and senior-level analysts. Got what it takes to join our team? Then you will likely have: