Senior Credit Risk Manager: Model Development & Validation

Zanders; Utrecht; Hybrid; EUR 80,000 - 120,000; Full time

Benefits offered by this job

Hybrid work environment

Ergonomic home office setup allowance

Pension scheme

29 paid holiday days

Job summary

Zanders is a leading international consultancy focused on Risk, Treasury and technology. We are seeking a Manager in our Financial Risk team in Utrecht to lead credit risk engagements, build client relationships, and drive model development and validation efforts.

You will write and review production-quality Python, work in Databricks on client data, coach consultants, and contribute to the practice's credit risk knowledge and capabilities.

Qualifications

• Master's degree in econometrics, mathematics, physics, quantitative finance, statistics or related field.
• 5+ years in credit risk model development or validation including PD, LGD, or CCF.
• Ability to lead engagements independently from client contact to deliverable.
• Strong Python programming and Databricks experience.
• Knowledge of IRB, IFRS 9 and stress testing in model design.

Responsibilities

• Develop and validate PD, LGD and CCF models from data through documentation and handover.
• Apply IRB, IFRS 9 and stress testing requirements to model design and validation.
• Advise client stakeholders in model development, validation and risk functions.
• Own scope, planning and budget for engagements and keep clients informed.
• Contribute to proposals and identify follow-on work with clients.
• Build credit risk expertise through internal training and tooling.

Skills

Python

Databricks

Model development

Model validation

Team leadership

IRB/IFRS9 knowledge

English fluency

Education

Master's degree in econometrics or quantitative field

Tools

SQL

SAS/ MATLAB (optional)

Job description

Zanders is a leading international consultancy focused on Risk, Treasury and technology. We are seeking a Manager in our Financial Risk team in Utrecht to lead credit risk engagements, build client relationships, and drive model development and validation efforts.

You will write and review production-quality Python, work in Databricks on client data, coach consultants, and contribute to the practice's credit risk knowledge and capabilities.