Locatie: Netherlands
Dienstverband: Full-time
Further enhance and build a - Credit Risk - Modelling team, develop new and enhance existing models.
- Credit Risk Modelling, retail banking, mortgages, managing a team
- Dynamic international surrounding
About our client:
An international bank. For more information please reach out.
Tasks and responsibilities:
- Building and managing a team of highly skilled credit risk modellers
- Support the operating environment in which models are being developed and deployed
- Leading end-to-end model development projects
- Clear view on effective and efficient model monitoring
- Good knowledge and understanding of regulatory modelling requirements for capital and accounting related credit risk models
Profile:
- Strong model development experience of credit risk models in an ECB or EU regulated institution
- Solid understanding of the model lifecycle
- Good understanding on regulatory requirements regarding internal models for retail credit risk - internal ratings based approach (IRB) - such as CRR, relevant EBA Regulatory technical standards and EBA Guidelines.
Our Offer:
- The possibility to build and lead a team and help further mature Risk Management. A competitive remuneration package will be offered.
Locatie:
Netherlands
Informatie en sollicitatie:
