Quantitative Credit Risk Model Developer

€75,000 | Amsterdam | Permanent

Posted 25 days ago

InterQuest

Working closely with our Tier 1 Dutch Multinational Banking Client based in Netherlands, we are searching for Quantitative Risk modellers to join their HQ located in Amsterdam.

They are the biggest dutch bank, and are market leaders in various locations. Going through growth, they are looking to expand their modelling team with highly skilled people with a quantitative background.

Specifically working on IFRS9 and basel model development, thus experience in this is highly appreciated, specifically from a retail bank

Responsibilities:

* Developing IFRS 9 and basel models
* Maintaining models aforementioned
* Managing Credit Risk for the retail and SME portfolios
* Calibrating risk models
* Further improvement of existing models

Education & Desirable skills:

* Masters and/or PhD in a relevant degree
* Retail Banking experience
* Proficiency with statistics and financial mathematics
* Knowledge of key risk measures and EC and regulatory models
* Extensive experience in data modelling software, for eg, Java, C++, Python, R or SAS
* Fluent English

If you believe you'd be right for this role, please do not hesitate to apply. International candidates are more than welcome as well as candidates from all levels of seniority.

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.

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