Credit Modelling Consultant/Credit Risk Modeling Expert/Credit Risk Mo

Posted on Sep 16, 2020 by Henlow Recruitment Group

Den Haag, Zuid-Holland, Netherlands
IT
Immediate Start
€70k - €100k Annual
Full-Time

Credit Modelling Consultant/Credit Risk Modeling Expert/Credit Risk Modeller/Credit Risk Modeler

Experience

  • Credit Modelling Consultant/Credit Risk Modeling Expert/Credit Risk Modeller/Credit Risk Modeler
  • IFRS 9
  • Credit Risk
  • Credit Risk Modelling/Credit Risk Modeling
  • IRB models for retail banking, framework
  • PD, LGD, EAD residential markets
  • Only English needed

Responsibilities

  • Credit Modelling Consultant/Credit Risk Modeling Expert/Credit Risk Modeller/Credit Risk Modeler
  • IFRS 9
  • Credit Risk
  • Credit Risk Modelling/Credit Risk Modeling
  • Retail Banking Portfolio Management
  • IRB models for retail banking, framework
  • PD, LGD, EAD residential markets
  • Co-lead the redevelopment of the IRB model framework
  • (Re-) development of PD, LGD and EAD models for corporate exposures
  • Proactively initiate methodological updates in response to changes in regulations
  • Knowledge sharing within the team and other stakeholders
  • Implementation
  • Translating functional requirements into effective end-to-end solutions
  • Implementing and operationalizing of risk models
  • Ongoing liaison with Corporate Bank Portfolio Management, Finance, IT and other credit risk modelers

My Client is hiring a Credit Risk Modeller in The Hague, the roles is permanent and interviews start next week. For more information contact me or apply today!

Reference: 949597337

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