Credit Risk Modeller Credit Risk Modeller …

PiC
in Amsterdam, Noord-Holland, Netherlands
Permanent, Full time
Last application, 09 Aug 20
Competitive
PiC
in Amsterdam, Noord-Holland, Netherlands
Permanent, Full time
Last application, 09 Aug 20
Competitive
New and interesting role in Quantitative Credit Risk model development

We are looking for a Quantitative Credit Risk Modeller to work on model development.

 

What you'll be doing

Developing and calibrating models.
Respnsible for development and maintenance of models for measuring and managing Credit and Trading risk in the Wholesale Bank.
You will also play a crucial part in challenging and improve current credit risk models.

 

Your Exeperience:

Knowledge of IFRS9 and Basel models beneficial
Master's / PhD covering topics such as stochastic calculus / econometrics / Mathematics / statistics / financial engineering
Programming (Python, C++, R, SAS)
Fluent in English

 

Please apply with a CV or get in touch directly to find out more about this position.

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