Strategic Credit Risk Modeller — Python/R, Board-Level Impact

Kempen & Co; Amsterdam; On-site; EUR 85,000 - 115,000; Full time

Job summary

Kempen & Co in Amsterdam seeks a Specialist Credit Risk Modelling to develop, recalibrate and monitor credit risk models, collaborating with a team of colleagues. Data and coding are central to the work, with interaction across Board discussions and regulator input.

You will analyse model methodologies, validate results and contribute to the internal code library, while enjoying a diverse, impactful role in a small bank culture.

Qualifications

• Develop, recalibrate and monitor credit risk models.
• Analyse and critically assess model methodologies, outcomes and trends in the data.
• Present results clearly to senior management and relevant stakeholders.
• Lead discussions with stakeholders such as Model Validation, Internal Audit and De Nederlandsche Bank.
• Improve processes and contribute to the further development of our internal code library.

Responsibilities

• Develop, recalibrate and monitor credit risk models.
• Analyse and critically assess model methodologies, outcomes and trends in the data.
• Present results clearly to senior management and relevant stakeholders.
• Lead discussions with stakeholders such as Model Validation, Internal Audit and De Nederlandsche Bank.
• Improve processes and contribute to the further development of our internal code library.

Skills

Python

R

Statistical methods

Data analysis

Code development

Presentation to senior management

Job description

Kempen & Co in Amsterdam seeks a Specialist Credit Risk Modelling to develop, recalibrate and monitor credit risk models, collaborating with a team of colleagues. Data and coding are central to the work, with interaction across Board discussions and regulator input.

You will analyse model methodologies, validate results and contribute to the internal code library, while enjoying a diverse, impactful role in a small bank culture.