Senior Credit Risk Modelling & Analytics Lead

Van Lanschot Kempen; Amsterdam; Hybrid; EUR 61,000 - 78,000; Full time

Benefits offered by this job

Hybrid work model

Competitive salary

Pension plan

Home office allowance

Sabbatical/leave options

Job summary

Van Lanschot Kempen seeks an Expert Credit Risk Modelling professional to own and advance IRB modelling capabilities within our Quantitative Modelling team. You will develop robust credit risk models from inception to implementation, engaging with internal stakeholders and regulators.

You bring a quantitative MSc and 5+ years of experience, with strong Python/R/SQL skills, and you can communicate complex results clearly in English to the board and audit teams.

Qualifications

• MSc in quantitative field with strong modelling background.
• 5+ years in a similar role developing IRB statistical models.
• Strong programming skills in Python, R, SQL and Git.
• Experience with regulator Internal Model Investigations (IMIs) or on-sites.
• Excellent communication skills and English proficiency.

Responsibilities

• Developing credit risk models from inception to implementation.
• Discussing and challenging modelling methodologies/results with colleagues.
• Monitoring the models and analysing trends in the data.
• Leading discussions with internal and external stakeholders such as Model Validation, Internal Audit, and De Nederlandsche Bank.
• Improving processes and contributing to our internal code library.

Skills

Python

R

SQL

Git

Communication

English proficiency

Education

Quantitative MSc (Econometrics/Math/Physics/Actuarial)

Job description

Van Lanschot Kempen seeks an Expert Credit Risk Modelling professional to own and advance IRB modelling capabilities within our Quantitative Modelling team. You will develop robust credit risk models from inception to implementation, engaging with internal stakeholders and regulators.

You bring a quantitative MSc and 5+ years of experience, with strong Python/R/SQL skills, and you can communicate complex results clearly in English to the board and audit teams.