FINANCIAL SERVICES RECRUITMENT

LONDON | NEW YORK

JOB SUMMARY

Credit Risk Modeller

My client is looking to hire a Senior Credit Risk Modeller due to expansion of their Utrecht-based office in the Netherlands. The organisation requires someone with experience of modelling either retail, corporate or wholesale portfolios. The ideal candidate will come from maths/stats or data-focused background with experience of working with A-IRB models.

JOB TEXT

Credit Risk Modeller

My client is looking to hire a Senior Credit Risk Modeller due to expansion of their Utrecht-based office in the Netherlands. The organisation requires someone with experience of modelling either retail, corporate or wholesale portfolios. The ideal candidate will come from maths/stats or data-focused background with experience of working with A-IRB models.

The ideal candidate will:

  • Have experience in PD, LGD and EAD modelling.
  • IRB credit risk modelling.
  • Work with large data bases.
  • Validate PD, LGD and CCF.
  • Manage frameworks and analyse RWA.

Skills Required:

  • Proficient knowledge of SAS, SQL and R.
  • A deep knowledge of Excel and VBA (including macro coding).
  • Knowledge of: Stata, Matlab, E-views and C++.
  • Master in Finance, Financial Engineering or relevant.
  • International work experience and education.
  • Fluent in English and another EU language.

A DIFFERENT APPROACH TO HUMAN CAPITAL MANAGEMENT
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  • GBP0.00 - GBP95000 per annum
  • Kesteren, Gelderland, Netherlands
  • Permanent, Full time
  • Charles Levick
  • 22 Jan 18