Senior Quantitative Risk Specialist
Your job:
- As a senior quantitative risk analyst in the Regulatory Compliance & Strategy Team in the Modelling Department, you will play a key role in ensuring that the bank makes informed, data driven decisions and that complies with existing and new regulations.
- You will be responsible for the development and maintenance of the model frameworks and you will work with several stakeholders to understand and inform of impacts on models stemming from new or existing regulation and influence modelling decisions when complying with regulation, but also you will coach team members while developing/improving new credit risk models across several portfolios.
- Here, you can apply your leadership and quantitative skills and experience on various datasets and business challenges, and make a positive impact for the bank and its customers.
- You will be responsible for delivering important project goals, working together with junior and experienced risk analysts.
Your profile:
- Do you have leadership skills and the ability to motivate team members in order to successfully complete projects?
- Do you have in depth knowledge of Basel/European regulation for capital/provision and affinity to achieve compliancy to them?
- Are you thoroughly knowledgeable in Credit risk modelling with either IRB or IFRS9 models?
- Do you have a strong quantitative education in an area such as mathematics, statistics/econometrics, economics, actuarial studies?
- Are you experienced in programming languages suited for doing statistical and data analysis, such as Python, SAS or R?
- Do you have 6+ years of work experience in quantitative analysis, preferably within risk modelling in banking and finance?
- And! Do you want to further develop your skills in quantitative risk modelling? Can you apply your skills to derive meaningful, robust, data driven models to guide business decisions? Do you work well within a team? Can you take the lead to ensure the successful delivery of projects while coaching team members?