As a Risk Modeler, you build or validate risk models that have a direct impact on the operations of the financial institution and the lives of its customers. Risk modelling is a challenging field that you can truly immerse yourself in. Depending on your experience and skills, you will build, test, develop, and/or validate complex risk models that support the ambitions of the financial institution and protect its customers. For example, this includes mathematical, data-driven credit risk models. You will work closely with colleagues and stakeholders from various nationalities to solve highly complex challenges and create practical models that the financial institution can implement effectively. Collaboration is key, and you will engage intensively with diverse stakeholders, including Risk Management, Finance, external regulators such as the Dutch Central Bank (DNB) and the European Central Bank (ECB), IT, and more. In addition to leveraging your modelling expertise, you are also expected to make a positive contribution to team dynamics.
Requirements
- Master’s degree or PhD in Physics, Mathematics, Quantitative Finance, Econometrics, or equivalent;
- A passion for using/developing models to solve complex problems
- Experience with programming in Python, SQL and Matlab
- Customer-focused, confident, and able to take on challenges with confidence and flexibility.
- True team player, with excellent communication skills in English
- The ability to take other (non-analyst’s) interests into consideration.
- To be able to perform well under pressure, and manage your time effectively. Flexibility and adaptability are definitely expected
