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Senior Credit Risk Consultant


Location:
Den Haag
Language(s):
Only English Required
Job Ref:
6589LYSK
Company:
Harnham
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Job Description

Senior Credit Risk Consultant
€80000 - €100000
The Hague

A world leader in the Credit industry is looking for a Senior Credit Risk Consultant.

THE COMPANY:

I am looking for a Senior Credit Risk Analytics Consultant to develop credit risk models for the client. You will be responsible for the development of the regulatory work within the credit risk domain. These models that you will develop will be fundamental to help your client manage their data. The client expertise lies in Credit Scoring and has state-of-the-art modelling technologies.

THE ROLE:

You will play a crucial role in the creation of credit risk models to ensure you clients and managing their data properly.

  • You will regularly calibrating credit risk models using Python, R, SAS and SQL.
  • You play a key role in the client engagement.
  • You will be validating and developing both IFRS9 compliant models and Scoring models throughout. (Behavioural Scorecard)
  • You will also mentor Junior Credit risk analytical consultants.
  • You will be managing credit portfolios and redeveloping PD, EAD and LGD models


YOUR SKILLS AND EXPERIENCE:

  • Relevant education on MSc or PhD (statistics, mathematics, economics or similar).
  • Credit Risk Analytics or Model Development or Validation experience.
  • Experience in regulatory consultancy projects, credit risk portfolio analysis, credit scoring or credit risk underwriting.
  • Suitable knowledge in the Basel Accord and IFRS9.
  • Strong experience in data manipulation/modelling and knowledge of statistical packages (SAS, SQL, R, Python).
  • Confidence communicating effectively and concisely to a variety of departments and senior members of the team.

BENEFITS:

  • €80,000 - €100,000 Competitive Salary.
  • A good pension scheme.
  • Bonus Scheme.
  • Travel/ Training opportunities.

How to Apply:

Please register your interest by sending you CV to Luc Simpson-Kent via the Apply link on this page.

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Salary Indication
€80000 - €100000 per annum


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