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We'll give you the opportunity and freedom to build or validate the most effective models. Are you ready to put your skills to the test? As a Credit/Market Risk Modeller will you build or validate risk models that have a direct impact on bank business and the lives of millions of customers. We've got a challenge you can really sink your teeth into.
Making a difference
Depending on your experience and skills, you will build, test, develop and/or validate comprehensive risk models that support the bank's ambitions and safeguard our customers
Think here of mathematical, data-driven credit risk models
You will work closely with colleagues and stakeholders of all nationalities to solve highly complex challenges and establish workable models that the bank can put into practice
You'll work intensely with a variety of stakeholders, including Risk Management, Finance and external regulators (like DNB and ECB), IT and more
So in addition to putting your modelling skills to the test, we'll also ask you to contribute to the team dynamic in a positive way
Your technology stack consists of Python, Matlab, SQL and GIT, or comparable packages and programming languages.
With each other
Collaboration is at the heart of everything we do. We bring teams of talented people together to develop the next generation of risk models that not only thrill our regulators, but also drive our business forward. Both Risk Modelling (ALM & Credit) and Model Validation operate in an open atmosphere of collaboration and service. We know that no one can solve the complex challenges of risk modelling on her/his own. It takes a well- rounded team of experienced professionals who are willing to look beyond their own
accomplishments and work together to achieve a common objective. Whether it's safeguarding the bank's €200 billion mortgage portfolio, or calculating the risk-reward ratio of a large multi-national wholesale client, you will play a key role in processes that affect nearly every aspect of the bank's business. With you as a Risk Modeler, you will strike a balance between strong leadership and open collaboration, with team members like:
Team Lead IFRS9: "No one can solve the complex issues of modelling alone. That's why the team works closely together to contribute to the overall result. You won't ever hear 'that's not my job'. Much more often, you'll hear, 'how can I help?' The person who leads this team should not be afraid to get her/his hands dirty. Every member of the team contributes. There are no ivory towers."
If we were to ask your friends to describe you in a few key words, the answer would be: customer-focused, confident, and able to take on challenges with confidence and flexibility. We're searching for Credit Risk Modelers of all levels, but particularly mid- and senior-level analysts. Got what it takes to join our team? Then you will likely have:
A master's degree in a quantitative field (econometrics, mathematics, physics, AI or similar)
A passion for using/developing models to solve complex problems
Familiarity with Python would be of great value
Experience with programming is a plus: if you speak Matlab, SQL or GIT, you've got a head start. If you don't, we'll teach you
Minimum of 3 years experience in – and affinity for – working with data
It's important to note that we aren't just looking for top Risk Modelers who are great at modelling. You'll also need to be a true team player, with excellent communication skills in English, the ability to take other (non-analyst's) interests into consideration. Timing is always a factor in what we do, so you will need to be able to perform well under pressure, and manage your time effectively. Flexibility and adaptability are definitely expected