Senior Credit Risk Lead: Model Development & Validation

Zanders Group; Utrecht; Hybrid; EUR 90,000 - 130,000; Full time

Benefits offered by this job

Hybrid work environment

Home office setup allowance

Internet allowance

Mobility budget

Bonus scheme

Pension scheme

Laptop & iPhone

Career development opportunities

Global/international environment

Job summary

Zanders is a global financial consultancy focused on Treasury, Risk and Technology. As a Manager in the Financial Risk team in Utrecht, you will lead credit risk engagements, from first client meeting to final delivery, and occasionally head larger programmes with a small team.

You write production‑quality Python, work in Databricks, coach juniors, and help grow the credit risk practice while delivering value to international clients.

Qualifications

• Master's degree in econometrics, mathematics, physics, quantitative finance, statistics or related field.
• 5+ years in credit risk model development or validation (PD, LGD, or CCF).
• Ability to carry engagements independently from client meeting to final delivery.
• Strong Python programming and Databricks experience.

Responsibilities

• Develop and validate PD, LGD and CCF models, from data and methodology through to documentation and handover.
• Apply IRB, IFRS 9 and stress testing requirements to model design and validation choices.
• Advise client stakeholders in model development, validation and risk functions as their day-to-day counterpart.
• Own scope, planning and budget on engagements, escalating early and keeping clients informed.
• Contribute to proposals and scoping conversations, and identify follow-on work with existing clients.
• Build and share credit risk expertise across the practice through internal training and tooling.
• Safeguard workload within the project team and give clear performance direction.
• Contribute to internal initiatives that strengthen the Financial Risk practice and One Zanders culture.

Skills

Credit risk modelling

Python programming

Project leadership

IRB IFRS9 knowledge

Engagement management

English fluency

Mentoring / coaching

Education

Master's degree in quantitative field

Tools

Databricks

SQL

SAS

R

MATLAB

Job description

Zanders is a global financial consultancy focused on Treasury, Risk and Technology. As a Manager in the Financial Risk team in Utrecht, you will lead credit risk engagements, from first client meeting to final delivery, and occasionally head larger programmes with a small team.

You write production‑quality Python, work in Databricks, coach juniors, and help grow the credit risk practice while delivering value to international clients.