itprojects

Freelance Senior Credit Risk Modeler (ZZP)

Posted Oct 25, 2022
Project ID: ITJP00072065
Location
Utrecht , Utrecht
Duration
3 months
End date: Jan 31, 2023
Hours/week
36 hrs/week
Payrate range
73 - 88 €/hr
Application Deadline: Nov 14, 2022 10:00 AM

Startdate: ASAP

Rate: max 88€ per hour

 

Imagine playing a key role in the implementation of regulation that will define credit risk modeling for the coming years: Basel IV. As a credit risk modeler you will work closely with various stakeholders to develop credit risk models from concept and prototype to go-live in production. The work you do will have a direct impact on the banks business and the lives of millions of customers. Are you looking for a challenge? We've got one for you! 

 

Making a difference

Depending on your experience and skills, you will develop and test credit risk models or tools that support the banks ambitions and safeguard our customers. 

  • Ensure model compliance with Basel IV regulation. 
  • Strong technical skills required for the role. Think here of mathematical, data-driven credit risk models. 
  • Strong knowledge of the European regulation and BCBS424. 
  • Work closely with colleagues and stakeholders of all nationalities to solve highly complex challenges and establish workable models that the bank can put into practice. 
  • Cooperate with a variety of stakeholders including IT, Risk Management, Finance and external regulators (like DNB and ECB) and more. 
  • In addition to putting your modelling skills to the test, well also ask you to contribute to the team dynamic in a positive way. 

 

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. 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. With the implementation of the Basel IV regulation, you will play a key role in processes that affect nearly every aspect of the banks business and its capital position, e.g. commercial propositions, product offerings, and properly explaining the effects of the Basel IV reforms to our clients. With you as a Risk Modeler, you will strike a balance between strong leadership and open collaboration. 

 

Who are you?

If we were to ask your friends to describe you in a few key words, the answer would be: customer- focused, confident, takes ownership and able to take on challenges with confidence and flexibility. We imagine that you enjoy learning and are excited about bringing ideas to the table. 

 

Your profile and background

  • A master's degree in a relevant quantitative field (econometrics, mathematics, physics, AI or similar). 
  • 1-5 years of relevant experience, preferably related to credit risk management and regulation including methodologies as A-IRB. 
  • A passion for using/developing models to solve complex problems. 
  • Strong programming skills: familiarity with Python would be of great value. Experience with programming is a plus: Matlab, SQL or GIT. 
  • Affinity for working with data. 
  • Its important to note that we aren't just looking for top 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 comfortably interact with various stakeholders (quantitative model developers, internal risk experts, IT specialists etc.), and the ability to take other (non-analysts) 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. Flexibility and adaptability are definitely expected. 

 

Growing a better world together

The bank is a financial services provider for 7.1 million customers in 40 countries. But did you know that we are also working to make the world a better place? We do so in countless ways, such as: Actively protecting our clients by ensuring that the funds we lend and the mortgages we provide are well within acceptable risk levels. Working to

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