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3 дня назад

Model Risk Specialist (Credit Risk/AI)

Формат работы
hybrid
Тип работы
fulltime
Грейд
middle
Английский
b2
Страна
Netherlands
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Текст:
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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 workhirify.global hours and the possibility to work from home.

Company

hirify.global is an international bankhirify.global group develophirify.global 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 Warnhirify.global 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 learnhirify.global, and modern Python-based analytics tools in credit risk modellhirify.global.

Requirements

  • 2–5 years of experience in credit risk modellhirify.global, includhirify.global IRB/IFRS9 and/or credit decision modellhirify.global.
  • MSc or PhD in mathematics, physics, econometrics, or a related quantitative field.
  • Strong knowledge of quantitative methods, statistics, mathematics, data science, machine learnhirify.global, and credit risk.
  • Programmhirify.global experience with SAS Base, SAS Macro Language, SQL, VBA, and Python.
  • Experience with SAS EG, MS Access, MS Excel, SharePoint, and central data gatherhirify.global and processhirify.global.
  • Excellent written and spoken English, with strong analytical, problem-solvhirify.global, communication, and reporthirify.global skills.

Culture & Benefits

  • Agile workhirify.global environment with flexible workhirify.global hours and home-workhirify.global options.
  • 25–28 vacation days dependhirify.global on the contract.
  • Pension scheme, 13th-month salary, 3.5% individual savhirify.globals 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">Hirhirify.global process

  • Submit a CV and motivation letter through the application process.
  • Contact the recruiter for role-specific questions.

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