At a glance

We are looking for seasoned Credit Risk modellers who have a solid quantitative background and regulatory expertise with a passion for developing credit risk models to unlock the valuable information contained within our production and historical data.

Your job

As a Medior/Senior Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, modelled and data driven decisions. Your focus will be the development and maintenance of our Credit Risk models for non-retail clients covering over EUR ⚠ billion in exposure,. Credit risk models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.
Your role with involve work in multidisciplinary project teams. You will work closely together with the business lines in order to ensure that the models accurately reflect the business and underlying processes. You will employ quantitative methods and techniques to build models and unlock the intelligence contained within the data. You are aware of new and existing regulatory requirements, are able to form and defend regulatory interpretations and ensure that these are properly reflected in the models.
As a medior/senior modeller you take responsibility within the model development process and are actively involved in stakeholder management.
Overall you will apply your quantitative skills, regulatory knowledge and experience to various challenges in order to make a positive impact for the bank and its customers. You will contribute significantly to the success of your team, which will include coaching of more junior team members and advising on regulatory processes.

Working environment

KC Match Risk Modelling is a growing, international team of more than ⚠ professionals. We are the centre of excellence within the bank for developing quantitative risk models, which inform the bank in its daily decisions, from pricing of deals and granting of customer credits, through to setting and monitoring of market risk limits and determining the capital requirements for the bank.

Your profile

• • at least ⚠ years of work experience in quantitative analysis, preferably within risk modelling in banking and finance
  • required relevant experience in regulatory model developments and/or inspections
  • quantitative academic education (Master’s Degree or PhD) in a relevant field, like econometrics, mathematics, actuarial studies or physics
  • good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning
  • good knowledge of ECB guidelines on AIRB models
  • good knowledge on building AIRB credit risk models
  • you have skills in software packages for statistical and data analysis, such as Python, SQL, R, and MATLAB
  • able to effectively and constructively communicate (in written and spoken English) about your analysis and results
  • able to work independently and under pressure
  • pro-active attitude
  • you work well within a team, and can take the lead on elements of work, guiding junior team members and enabling successful delivery

We are offering

• an informal multicultural working environment with great colleagues
• challenging work on complex and advanced quantitative problems
• an attractive payment package
• flexible working hours
• a wide range of training opportunities
• career development and the possibility to gain experience in all areas of risk modelling, in other business areas of the bank, or in one of our international locations

Interested?

Apply for the position online. We look forward to meeting you.

For more information, please contact Robert Huyghe van Zuylen;@ Talent Acquisition Specialist. We look forward to meeting you.

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at KC Match can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

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