As Senior Modeling Analyst
Within the company, there is a 2nd line unit where Credit Risk, Modeling Risk, and other risk activities are housed. You will therefore be in Utrecht most working days, the other days in Amsterdam when the Corona measures have been lifted.
Your duties and responsibilities include:
- Developing, reviewing, and validating models within the applicable guidelines.
- Working with various stakeholders (business, Risk, COO, IT, MV, external suppliers of data and/or software) and explaining the operation and application of models to internal and external supervisors such as CRM, Business, Risk, ECB, DNB, etc.
- The monitoring of models, so that the quality of the models is optimal and that rapid action can be taken in the event of reduced performance.
- Consultation with the business to make an inventory of whether the models are still functioning satisfactorily.
- Proactively performing analyzes with the aim of improving models and processes and proposing initiatives aimed at optimizing the development and maintenance process of models.
Your profile
You are determined and like to combine thinking with doing. You are analytically very strong. You know how to convey complex matters well and you are organization-sensitive. You have a strong drive to continuously update your own knowledge and you also want to make an active contribution to further develop and innovate the field. Our customer is central to everything you do.
- Academic master's degree, preferably followed by a Ph.D. in econometrics, mathematics, computer science, physics, or equivalent courses.
- More than 8 years of work experience and thorough knowledge of the organization, banking products, processes and risk management, and relevant laws and regulations.
- Thorough knowledge of statistical modeling and econometric methods, possibly supplemented with data science
- Experience with advanced statistical techniques, such as Bayesian modeling, Monte Carlo, neural networks, decision trees, etc.
- Experience with statistical programming (eg Python, R) and database operations (SQL, etc), preferably experience with Cognos
- Experience in the database, data modeling, data preparation, and data quality control
- Good communication and presentation skills can explain complex matters easily
- Is coordinator within working group/projects / multidisciplinary teams
