Senior Quantitative Risk Modeller
1 maand geleden
Key Responsibilities
As a Senior Quantitative Risk Modeller at de Volksbank, you will be responsible for developing and improving IFRS 9 credit risk models. Your key responsibilities will include:
- Developing and implementing predictive modelling techniques to estimate credit losses
- Collaborating with stakeholders to ensure compliance with regulatory requirements
- Leading the development of new models and improving existing ones
- Providing coaching and guidance to junior colleagues
About the Role
This is a challenging and rewarding role that requires a strong background in quantitative modelling and risk management. You will be working as part of a team of experienced professionals who are passionate about delivering high-quality results.
Requirements
To be successful in this role, you will need:
- A Master's degree or PhD in econometrics, mathematics, physics or similar
- Extensive experience in programming (Matlab or Python preferred)
- Intimate knowledge of IFRS 9 regulation
- At least five years' experience of working in the field of risk modelling, preferably in credit risk
- An excellent command of English
What We Offer
We offer a competitive salary and benefits package, including a 36-hour work week, individual choice budget, and good collective pension plan. You will also have the opportunity to work with a talented team of professionals and contribute to the development of our predictive risk models.
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