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Senior Credit Risk Modeller


Location:
Den Haag
Language(s):
Only English Required
Job Ref:
7129LYSK
Company:
Harnham
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Job Description

Senior Credit Risk Modeller
€75000 - €100000
The Hague

Make a change!

THE COMPANY:

As a Senior Credit Risk Modeller, you will be joining and organisation that is striving for change and empowers people to manage their data with confidence. If you want to make a change top you career branch out within the Credit Risk domain, this is the opportunity that you should seize.

THE ROLE:

Your role will be both technical and commercial. As Senior Credit Risk Modeller you will have a vital role to play in this client facing and technical role. You will be required to develop complex Credit Risk models using state of art tools.

  • You will have full responsibility for the delivery and management of customers through Analytic and Strategic project.
  • You will need to monitor credit risk portfolios and implement credit risk models using Python, SAS and SQL.
  • You will be validating and developing both IFRS9 models and Scoring models.
  • You will have a key role to play in client engagement.
  • You will also mentor Junior Credit risk analytical consultants.


YOUR SKILLS AND EXPERIENCE:

  • Credit Risk Analytics or Model Development or Validation experience.
  • Relevant education on MSc or PhD (statistics, mathematics, economics or similar).
  • 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
€75000 - €100000 per annum


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