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Team Lead Credit Risk Modelling

  • Location:

    Amsterdam

  • Sector:

    Accountancy & Finance, Risk & Compliance

  • Job type:

    Permanent

  • Salary:

    Bespreekbaar

  • Contact:

    Tijn Paulusse

  • Contact email:

    Tijn.Paulusse@oliverjames.com

  • Job ref:

    JOB-112023-229209_1699293302

  • Published:

    7 mesi fa

  • Expiry date:

    2023-12-06

Team Lead Credit Risk Modelling

This is where you will work

The Risk Modelling team of our client is a young and international team of more than 150 professionals. They are the centre of excellence within the bank for developing quantitative risk models, which are used by the bank its daily decisions, from pricing of deals and granting of credits to setting and monitoring of market risk limits and determining the capital requirements for the bank. The team enjoys intellectual challenges and has a mentality of "rolling up their sleeves" to get the job done. The team seeks out collaboration to maximise the usability and positive impact of their work for the bank.

As Team Lead Credit Risk Modelling you are responsible to lead a team of ca 10 FTE in the redevelopment of credit risk models for various lending portfolios of the bank. You and your team play a central role in redeveloping the banks risk model landscape, one of the major challenges in their risk management.

As team lead you take end-responsibility for the redevelopment of PD, LGD and EAD models in line with the bank's IRB planning, and you manage the team to deliver the redeveloped models in line with regulatory requirements and with the banks quality standards.

Moreover you and your team take the model through internal model validation as well as on-site inspections from DNB/ECB. You foster a good collaboration with stakeholders in business and risk, and represent the Modelling department in various committees, management teams, change grids, and towards regulators and other stakeholders.

You increase awareness and educate different parts of the bank regarding credit risk models. Meanwhile you grow the team and coach team members on their work and their development goals.

This is what they expect

  • You have a master's degree or PhD in an quantitative field;
  • You have over 8 years of working experience working in a financial environment, in quantitative roles and over 3 years of working experience in a senior or managerial role;
  • You are an effective communicator, connect easily with stakeholders on different levels of seniority;
  • You have thorough knowledge of banking and credit risk;
  • Thorough knowledge of rules and regulations and regulatory trends relevant for credit risk modelling (Basel, CRR, etc);
  • You have experience in working with DNB/ECB through communication and on-site inspections.

We are offering

In this role you will get the opportunity to make a significant difference for the bank, which comes with high attention of the bank's senior management. The complexity in model development projects combined with sometimes strict deadlines will drive you to develop yourself on content as well as leadership and project management. The Risk Modelling team covers many areas and is still expanding, which offers additional opportunities for personal growth.

On top of that they offer:

  • A custom made annual salary (based on knowledge & experience);
  • An informal multicultural working environment with great colleagues;
  • Challenging work on complex and advanced quantitative problems;
  • A supplementary benefit budget which you can spend on flexible fringe benefits or use as addition to your salary;
  • A personal development budget of €1.000 per year;
  • Flexible working hours;
  • A wide range of training opportunities;
  • Career development and the possibility to gain experience in all areas of risk modelling, in other business areas of the bank, or in one of our international locations;

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