Itprojects

Credit Risk Modeler (Freelance/ZZP)

Posted May 12, 2022
Project ID: ITJP00069892
Location
Utrecht
Duration
4 months
End date: Sep 30, 2022
Hours/week
36 hrs/week
Payrate range
73 - 88 €/hr
Application Deadline: Jun 7, 2022 10:00 AM
  • 36h per week
  • English is required
  • Project will take until September 2022 - with the possibility to extend
  • max. 88€ per hour

 

Imagine…

That we’ll give you the opportunity and freedom to build, support and help implement the most effective credit risks models for the corporate clients of the bank. Are you ready to put your skills to the test? As a Medior Credit Risk Modeler you will you build risk models that have a direct impact on our banking business our largest corporate clients. We’ve got a challenge you can really sink your teeth into.

 

With each other

Collaboration is at the heart of everything we do. We bring teams of talented people together to develop the next generation of risk models that not only thrill our regulators, but also drive our business forward. Group Credit Risk Models operates in an open atmosphere of collaboration and service. We know that no one can solve the complex challenges of risk modelling on her/his own. It takes a well-rounded team of experienced professionals who are willing to look beyond their own accomplishments and work together to achieve a common objective.

 

Our team

GCM-Corporates is a team consisting of mainly quantitative analysts responsible for developing, improving and maintaining the credit risk models for our corporate clients covering almost 60% of the bank’s exposure. Our models provide insights in the risks and potential losses of credits that the bank is exposed to, and support business in providing better services to our customers. You can imagine that these models are widely used within the bank for purposes of credit applications client acceptance, pricing, restructuring and recovery, capital planning, stress testing and provisioning and portfolio reporting and monitoring. This results in a complex network of stakeholders that need to be managed. In 2022, we foresee to redevelop our current model build. Going forward, our models are in need of constant fine-tuning and improvement, so exciting challenges will continue coming our way. Ambitious, willing to learn and a keen eye for detail are words that describe our team. But most importantly, we are team of young people who enjoy our work and the accompanying challenges and have a good time while doing so! With you as a Credit Risk Modeler, you will strike a balance between strong leadership and open collaboration. Our team members describe our team as follows: “My role gives me a very broad exposure to the bank's organization and the opportunity to develop myself both on a personal level and in terms of understanding the banks’ inner workings. I highly value the way we cooperate within our team and our joined efforts to deliver results”. Team member GCM - Corporates “Having the honor of taking part in a skilled, diverse and ambitious team and being able to contribute to a project with such a key impact on our bank, gives me the daily dose of drive and energy needed to make our project a success”. Manager GCM - Corporate

 

With you

If we were to ask your friends to describe you in a few key words, the answer should be: customer-focused, confident, and able to take on challenges with confidence and flexibility. We’re searching for Credit Risk Modelers of medior and senior levels, with a few years of Credit Risk Modelling knowledge. Got what it takes to join our team?

 

Requirements: 

  • a master's degree/PhD in a quantitative field (econometrics, mathematics, physics, or similar);
  • a passion for using/developing models to solve complex problems; a good understanding of Python and SQL is required;
  • minimum of 4 years of experience in – and affinity for – model development;
  • it’s important to note that we are not just looking for top Credit Risk Modelers who are great at modelling. You’ll also need to be a true team player, with excellent communication skills in English, the ability to take other (non-analyst’s) interests into consideration. Timing is always a factor in what we do, so you will need to be able to perform well under pressure, and manage your time effectively;

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