Title: Team Lead Credit Risk Modelling - Non-retail
Location: Amsterdam
Our client, a global corporate bank, is looking for a Team Lead Credit Risk Modelling - Non-retail who is passionate about numerical and risk analysis. You will head a team of experts to improve credit risk models for different loan types and follow the rules and quality standards. You will turn policy into actions, guide the management team, and improve credit risk modelling and measurement. You will also teach others about risks and create a risk-aware culture in the organisation. You will enjoy a varied and exciting work field in the Risk Modelling Team.
The role
- Manage a team of ca 10 FTE in the redevelopment of credit risk models (PD, LGD and EAD) for various lending portfolios of the bank in line with the bank's IRB planning;
- Take end-responsibility for the delivery and validation of the redeveloped models and oversee the onsite inspections from DNB/ECB;
- Collaborate with stakeholders in business and risk and represent the Modelling department in various committees, management teams, change grids, and towards regulators and other stakeholders;
- Increase awareness and educate different parts of the bank regarding credit risk models;
- Grow the team and coach team members on their work and their development goals.
The candidate
- Has a master's degree or PhD in a quantitative field;
- Has more than 8 years of experience working in a financial environment, in quantitative roles;
- Has more than 3 years of experience in a senior or managerial role;
- Speaks and writes English fluently;
- Is an effective communicator, connects easily with stakeholders on different levels of seniority;
- Has thorough knowledge of banking and credit risk;
- Has thorough knowledge of rules and regulations and regulatory trends relevant for credit risk modelling (Basel, CRR, etc);
- Has experience in working with DNB/ECB through communication and onsite inspections.
If you are interested in this position, please apply online by clicking the button below. We look forward to hearing from you!
