3 дня назад
Model Risk Specialist (Credit Risk/AI)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Model Risk Specialist (Credit Risk/AI): Developing and maintaining regulatory and non-regulatory credit risk models for Dutch portfolios with an accent on IRB/IFRS9 modelling, credit decision models, ESG risk, and quantitative analysis. Focus on forecasting provisions and risk costs, applying machine learning and AI to credit risk modelling, and improving Python-based analytics workflows.
Location: ACT (Amsterdam - Acanthus), Netherlands; flexible work hours and the possibility to work from home.
Company
is an international bank group develop financial products and services for individuals and businesses.
What you will do
- Develop and maintain regulatory and non-regulatory credit risk models for the Dutch portfolio.
- Develop IRB/IFRS9 models, credit decision models, in-life management models, and Early Warn Systems.
- Forecast and analyze provisions, risk costs, risk-weighted assets, and arrears.
- Support ESG risk analysis and the delivery of the bank-wide ESG strategy.
- Collaborate with Risk, Finance, Business, IT, front-office, and Group departments on policy, products, data, and platform management.
- Explore and apply AI, machine learn, and modern Python-based analytics tools in credit risk modell.
Requirements
- 2–5 years of experience in credit risk modell, includ IRB/IFRS9 and/or credit decision modell.
- MSc or PhD in mathematics, physics, econometrics, or a related quantitative field.
- Strong knowledge of quantitative methods, statistics, mathematics, data science, machine learn, and credit risk.
- Programm experience with SAS Base, SAS Macro Language, SQL, VBA, and Python.
- Experience with SAS EG, MS Access, MS Excel, SharePoint, and central data gather and process.
- Excellent written and spoken English, with strong analytical, problem-solv, communication, and report skills.
Culture & Benefits
- Agile work environment with flexible work hours and home-work options.
- 25–28 vacation days depend on the contract.
- Pension scheme, 13th-month salary, 3.5% individual savs contribution, and 8% holiday payment.
- International career opportunities and personal development support.
- Collaborative environment with opportunities to work across Risk, Finance, Business, and IT.
hirify.global-process">Hir process
- Submit a CV and motivation letter through the application process.
- Contact the recruiter for role-specific questions.
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