Senior Regulatory Credit Risk Quant

2 weken geleden


Amsterdam, Noord-Holland, Nederland Taylor Root Voltijd

Our Client, a leading financial institution, committed to excellence and innovation in the banking sector. Are currently seeking a highly experienced Senior Regulatory Credit Risk Quant to join their team. This role is pivotal in translating complex regulations into actionable methodologies, with a focus on wholesale banking products and emissions.

You must have strong experience and ability in doing that exact process just mentioned.

Key Responsibilities:

  • Regulation Translation: Interpret and translate regulatory requirements (Basel, EBA, ECB, CSRD) into robust credit risk methodologies.
  • Model Development: Develop and validate complex credit risk models, ensuring compliance with regulatory standards.
  • Stakeholder Engagement: Proactively engage with regulatory bodies and internal stakeholders to ensure methodologies align with current regulations.
  • ESG Focus: While not mandatory, experience with ESG regulations and emissions calculations is highly desirable.
  • Wholesale Banking Expertise: Deep understanding of wholesale banking products, particularly in sectors like oil and gas, agriculture, and manufacturing - however others will be considered also.
  • Data and Execution: Strong analytical skills with the ability to handle complex data and execute challenging reports.
  • Methodology Creation: Create and challenge credit risk methodologies, ensuring they are comprehensive and effective.

Qualifications:

  • Minimum of 10 years of experience in credit risk calculation and model development.
  • Extensive knowledge of regulatory frameworks (Basel, EBA, ECB, CSRD).
  • Quantitative qualifications / education - PhD, Masters / MSc and CQF
  • Proven track record in developing credit risk models.
  • Strong understanding of wholesale banking products and emissions sectors. Although still flexibility here.
  • Excellent communication skills, capable of conveying complex matters to stakeholders.
  • Hands-on experience in translating regulations into methodologies.
  • Ability to work independently and lead complex projects.

Please do get in touch if you have strong experience translating regulation into methodology - your skills will be highly appreciated in the team.



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