In the role you will:
*Challenge our credit risk models;
*Help the bank to remain rock solid;
*Contact and collaborate with our important stakeholders.
Ideally you will:
*You have a MSc or PhD in quantitative finance, econometrics, mathematics, physics or a related field and are thus analytically strong;
*Next to that, you have good programming experience;
*You have a healthy critical attitude;
*You are result-driven and are able to guide other team members towards an end result;
*You have excellent English communication skills, both in writing and in oral communication;
*You have at least 5 years of working experience in a financial institution in relation to building or validating (risk) models. Experience with credit risk models (IRB or IFRS9) would be beneficial.
