Title: Managing Consultant Quantitative Risk Modelling
Location: Amstelveen, Netherlands
Our client, a leading consulting firm in valuation, risk and compliance is looking for a senior advisor in credit risk modelling. You will join a diverse and dynamic team of experts and work on challenging projects that support a sustainable and resilient financial system. You will be part of their banking risk advisory department in the Netherlands and collaborate with their clients and partners to provide efficient and pragmatic solutions.'
The role:
- Advise our clients on various topics related to credit risk quantification, such as IRB Modelling, TRIM remediation, Economic Capital and Stress Testing models, risk management frameworks and regulatory requirements.
- Lead and manage complex projects in collaboration with a team of consultants in the areas of model development and/or validation.
- Act as subject-matter expert on complex regulatory requirements and standards.
- Monitor new regulations and their impact on our clients and markets.
- Build and maintain close relationships with our clients.
The candidate:
- Master's Degree in econometrics, physics, mathematics, or applied economics with an academic track record in a quantitative field.
- At least 7-8 years of experience in Financial Services in the banking sector.
- Solid knowledge of risk management frameworks
- Solid hands-on experience in the following areas: model development or model validation
- Relevant regulatory knowledge
- Good command of specific packages like SAS, Python or R.
- Ability to work autonomously in a result-oriented environment.
- Very good communication, writing and presentation skills in English (Dutch is a plus).
- A certification like FRM or PRM would be a plus.
If you are interested in this position, don't hesitate to apply. We look forward to hearing from you!
