As a Senior Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data-driven decisions. Your main focus will be the development and maintenance of our Credit Risk models.
These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.
As a senior analyst you take the responsibility of the model development process and are actively involved in stakeholder management of both internal and external parties including the DNB and ECB.
You will contribute significantly to the success of your team, which includes both junior analysts and medior risk analysts. As a senior, you take a leading role in the coaching and development of your team members.
Your profile
- at least 8 years of work experience in quantitative analysis, preferably within risk modelling in banking and finance
- quantitative academic education (Master's Degree or PhD) in a relevant field, like econometrics, mathematics, actuarial studies or physics
- good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning
- you have skills in software packages for statistical and data analysis, such as Python, SAS, R, and MATLAB
- able to effectively communicate (in written and spoken English) about your analysis and results
- able to work independently and under pressure
- pro-active attitude
- you work well within a team and can take the lead on elements of work, guiding junior team members and enabling successful delivery
