Senior Credit Risk Modelling & Advisory (Remote/Hybrid)

Finalyse Group; Amsterdam; Hybrid; EUR 90,000 - 150,000; Full time

Benefits offered by this job

Healthcare

Pension

Flexible work options

International travel

Job summary

Finalyse Group is seeking senior advisors in credit risk quantification to expand its Netherlands banking risk advisory team. You will lead projects in IRB modelling, model validation, economic capital, and stress testing, while advising on regulatory requirements and TRIM remediation.

The role includes client leadership, business development, and opportunities to contribute to thought leadership across Europe. English communication is essential; Dutch is a plus.

Qualifications

• Master's degree in econometrics, physics, mathematics, or applied economics with a quantitative focus.
• A FRM/PRM certification is advantageous.
• 7–8 years of experience in Financial Services, banking sector.
• Solid knowledge of risk management frameworks (Economic Capital, Risk Appetite, Stress Testing).
• Hands-on experience in credit model development or validation (PD, LGD, EAD/CCF).
• Experience with ICAAP/ILAAP reporting and Pillar II risk modelling.
• Regulatory knowledge (CRR/CRD/IRB/IFRS9).
• Proficient in SAS, Python or R, and strong English communication; Dutch a plus.

Responsibilities

• Lead complex projects in model development or validation with consulting teams.
• Serve as SME on regulatory requirements and standards.
• Monitor regulatory changes and their impact on clients and markets.
• Maintain client relationships and contribute to business development.
• Contribute to non-regulatory modelling projects (ML, AI, data analytics).
• Prepare proposals and present end-to-end solutions to clients.
• Promote the firm’s image through publications and external events.

Skills

Credit modelling

Model validation

Economic capital

Stress testing

Regulatory knowledge

Python

R

SAS

English communication

Education

Master's degree in econometrics/physics/mathematics/applied economics

Tools

SAS

Python

R

Job description

Finalyse Group is seeking senior advisors in credit risk quantification to expand its Netherlands banking risk advisory team. You will lead projects in IRB modelling, model validation, economic capital, and stress testing, while advising on regulatory requirements and TRIM remediation.

The role includes client leadership, business development, and opportunities to contribute to thought leadership across Europe. English communication is essential; Dutch is a plus.