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Senior Risk Modeller - Retail Banking - via Michael Page

Locatie: Amsterdam

Michael Page Risk & Compliance

The senior risk modeller is involved in the development, validation, implementation and monitoring of regulatory and business models. The senior risk modeller must ensure that the models are compliant with the model standards and regulations. The role is supporting the risk department by analysing data in order detect portfolio trends which cause significant changes in the capital or are not within the Risk Appetite.

  • Broad role within dynamic environment
  • International surrounding

About our client:
International financial services organisation active in more than 25 countries.

Tasks and responsibilities:

  • Developing models used in the domain of credit risk, asset risk, operational risk and other risk domains
  • Developing models in line with model standards and regulatory guidelines
  • Collecting, verifying and if needed cleaning data
  • Testing the quality of the developed models
  • Supervise entity application scorecard development
  • Perform model monitoring and report the performance of the models to stakeholders
  • Execute model monitoring scripts
  • Present the outcome of the model monitoring in reports
  • Analyse the model performance and advise and model quality/accuracy
  • Analysing data in order detect portfolio trends which cause significant changes in the capital or are not within the Risk Appetite.
  • Extract data out of the data warehouse and analyze trends
  • Develop and maintain dashboards to assess for example fleet risk (Asset risk)
  • Determine the run off the active portfolio

Profile:

  • Quantitative academic education in a relevant field, like econometrics, statistics, mathematics or physics;
  • Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus and/or machine learning;
  • Experienced in statistical languages (e.g. SAS, R) or modern programming languages (e.g. Python);
  • Experience with regulatory modelling (BIS, EBA, CRD, IFRS);
  • Experience with data analytics, (pre)processing, and data handling;
  • Experience with machine learning/advanced analytics techniques is preferred;
  • Able to effectively communicate about model developments and model impact;
  • Able to work under high pressure;
  • Strong analytic skills; Excellent team player;
  • Advanced interpersonal and communicative skills;

Our Offer:

  • Competitive package; Salary plus bonus and car(allowance). Premium free pension.
Location:
Amsterdam

Information and application:

Apply:

To fulfil this vacancy this organization is working together with Michael Page.

Please send your application for Senior Risk Modeller - Retail Banking at this organization in Amsterdam including your CV via our website.

Job code:

185572

Job posted

18 mei 2018
Apply Now

More information:

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Contact:
Rogier Jansen
t. +31 6 2298 4783
E-mail
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Contactgegevens

CareerGuide

Argonweg 14
1362 AA Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Nienke Smit   Pieter Lammers
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n.smit@careerguide.nl
06-41454957
  Pieter Lammers
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06-41454956
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