Description
Do you want to help build a better foundation for risk management? We are constantly working to improve our risk management.
You will work in a team of about 10 employees, where you will create historical datasets. These can be Credit Risk datasets (for general or specialized lending PD, EAD or LGD risk models) or Asset & Liability Management (ALM) datasets (for liquidity and interest rate risk models in the organization). The atmosphere within Modeling's departments is open and informal, the composition of the team is diverse, and the focus is on the quantitative aspects of risk management.
To be successful in this position, you have a high degree of accuracy, analytical skills and you enjoy working with large datasets. You are looking for the conversation to get clarity and give information about the data and ensure that appointments are fulfilled in time and correctly.
Your profile:
- Academic working and thinking level with, preferably, a degree in Econometrics, Business Administration, Informatics or a similar course
- Good technical knowledge (reading and writing) of SAS Enterprise Guide or SQL
- Good social skills in relation to. stakeholder management and the detailing and challenge of requirements
- At least 3 years of relevant work experience, preferably in the financial sector
- Preferably knowledge of risk management in financial institutions and/or predictive models,
- Preferably knowledge of financial instruments such as stock trading, options, futures, swaptions, loans, financial restructuring/recovery, collateral and credit administration systems.
- Preferably knowledge of innovative data science techniques such as text mining, deep learning, unstructured (big) data collection and ditto business intelligence.