Senior Credit Risk Lead - IRB/IFRS9 Modeling

Zanders Group; Utrecht; Hybrid; EUR 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid work environment

Home office setup allowance

Internet allowance

Bonus scheme

Pension

Job summary

Zanders is seeking a Senior Manager in Financial Risk to lead credit risk modelling delivery in the Dutch market from Utrecht. You will oversee teams of consultants, direct methodology, and ensure high-quality model design and delivery for IRB/IFRS 9 and stress testing requirements.

You stay hands-on, reviewing and writing Python model code and working with client data in Databricks, while building a trusted adviser relationship with senior bank stakeholders.

Qualifications

• Master's degree in a quantitative field (econometrics, math, physics, stats).
• 8+ years in credit risk model development or validation.
• Knowledge of IRB, IFRS 9 and stress testing in practice.
• Strong Python; experience with Databricks to review/write code.
• Experience leading teams on quantitative engagements.
• Commercial ownership from contact to onboarding.
• Fluent in English.

Responsibilities

• Lead credit risk model development engagements end to end, owning scope, planning, budget and quality of deliverables.
• Direct teams of four+ consultants, setting the methodology, reviewing work and keeping delivery on track.
• Translate IRB, IFRS 9 and stress testing requirements into model design choices clients and supervisors can defend.
• Review and write model code in Python, working with client data in Databricks or a comparable platform.
• Act as trusted adviser to senior stakeholders at banks on credit risk models, governance.
• Build and maintain your network in the Dutch/Benelux financial sector, turning it into opportunities.
• Own commercial opportunities from lead through proposal and pricing to client onboarding.
• Identify cross-sell and up-sell opportunities within existing client relationships.
• Develop and share credit risk expertise across the practice via articles, training, events.
• Coach consultants on long-term career development, not just project work.
• Safeguard workload and wellbeing within teams, giving clear performance direction.
• Contribute to internal initiatives that strengthen the Financial Risk practice and culture.

Skills

Credit risk model development

Python programming

IRB/IFRS9 knowledge

Team leadership

Commercial ownership

English fluency

Education

Master's degree in quantitative field

Tools

Databricks

SQL

SAS/R/MATLAB

Job description

Zanders is seeking a Senior Manager in Financial Risk to lead credit risk modelling delivery in the Dutch market from Utrecht. You will oversee teams of consultants, direct methodology, and ensure high-quality model design and delivery for IRB/IFRS 9 and stress testing requirements.

You stay hands-on, reviewing and writing Python model code and working with client data in Databricks, while building a trusted adviser relationship with senior bank stakeholders.