• EUR80000 - EUR110000 per annum
  • Amsterdam, Noord-Holland, Netherlands
  • Permanent, Full time
  • Selby Jennings UK
  • 2019-06-20

Senior Credit Risk Modeller - Amsterdam

  • Location: Amsterdam, Noord-Holland, Netherlands
  • Salary: EUR80000 - EUR110000 per annum
  • Job Type: Full time

A leading global investment bank who are a massive player throughout Europe, are currently seeking a Senior Credit Risk Modeller, focusing on Wholesale banking models, to join their model risk team in their headquarters in Amsterdam.

They have an exceptional brand name in the European banking market and are currently hiring rapidly across Europe, so this is a very exciting opportunity in terms of career growth. They are looking for a seasoned professional to cover their European portfolio and an individual who has ideally developed credit risk models and is experienced in using data modelling software IFRS9 and Basel and/ or coding (C++, Java, Python, R, SAS).

Job Responsibilities:

  • Developing credit risk models in correlation with the Bank's modelling standards
  • Covering a portfolio across Europe
  • Add value by improving and monitoring existing models

Job Requirements & Skills:

  • Degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
  • Extensive knowledge of Basel and IFRS 9 models
  • Extensive experience in developing 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