Senior Credit Risk Modelling & Advisory Leader (Hybrid)

Finalyse; Amsterdam; Hybrid; EUR 110,000 - 160,000; Full time

Benefits offered by this job

Healthcare

Pension

Hybrid/Remote options

International travel

Job summary

Finalyse seeks ambitious senior advisors in credit risk quantification to expand its Netherlands banking risk advisory team. Focus areas include IRB modelling, model validation, economic capital, and stress testing, with opportunities to lead complex client projects.

You will advise on regulatory frameworks, develop client relationships, and contribute to ML/AI and data analytics initiatives, with hybrid work options and international exposure within a multinational environment.

Qualifications

• Master's degree in econometrics, physics, mathematics, or applied economics with a strong quantitative track record.
• 7–8 years of experience in Financial Services in the banking sector.
• Good knowledge of risk management frameworks (Economic Capital, Risk Appetite, Stress Testing).
• Hands-on experience in credit model development or validation (PD, LGD, EAD/CCF).
• Regulatory knowledge (CRR, CRD, IRB, IFRS9).
• Proficiency with SAS, Python or R and ability to work autonomously.
• Excellent written and verbal English; Dutch is a plus.

Responsibilities

• Lead complex projects in model development and validation with a consulting team.
• Serve as subject-matter expert on regulatory requirements and standards.
• Monitor new regulations and their impact on clients and markets.
• Build and maintain close client relationships.
• Engage in non-regulatory modelling projects: ML, AI, data analytics.
• Contribute to business development and internal initiatives.
• Prepare and present proposals for end-to-end solutions.
• Raise the company's profile through publications and external events.

Skills

Credit risk modeling

Model validation

ICAAP/ILAAP

English communication

Education

Master's degree in quantitative field

FRM/PRM certification

Tools

SAS

Python

R

Job description

Finalyse seeks ambitious senior advisors in credit risk quantification to expand its Netherlands banking risk advisory team. Focus areas include IRB modelling, model validation, economic capital, and stress testing, with opportunities to lead complex client projects.

You will advise on regulatory frameworks, develop client relationships, and contribute to ML/AI and data analytics initiatives, with hybrid work options and international exposure within a multinational environment.