Description
Amoria Bond Banking & Finance are looking for a Quantitative Credit Risk Modeller for their client in Amsterdam to start In February 2012.
The Credit Risk Modelling department focuses on the development of credit scoring models for PD, LGD, EAD for non-retail and scorecard and other Basel II pillar models for retail exposures.
Several teams operate within this department
* General Lending Team: responsible developing and reviewing the General Lending related PD, LGD and EAD models and policies.
* Specialized Lending Team: Similar as GL team, but now for Specialized Lending, typically Low Default portfolios.
* Retail Team: Similar as team's above, but for Retail Lending, typically high volume portfolios, allowing for a larger statistical testing basis.
The Credit Risk Modeller oversees the statistical analyses and IT implementations of the supporting systems.
Key Responsibility of the position are the following:
* Review the policy (methodology and percentages) on an annual basis in close cooperation with the businesses;
* Propose enhancements of the Credit Risk scoring methodology;
* Manage proper support and business requirement definitions for systems used;
* Oversee design, improve and review rating models;
* Develop methods and tools for improving, back-testing and optimizing rating models;
* Develop and communicate the rating policies (to be followed in conjunction with the models) of the bank;
* Act as project manager of IT stakeholder relating to Rating models platforms;
* Report developments in Rating assignment process;
* Participate in- and pro-actively support the further development of an external data pool.
Who are we looking for?
Academic Qualifications:
* Strong quantitative academic or comparable background;
* Minimum University grade (or equivalent level) in Quantitative Study in, for example, Math.
General Requirements:
* Good business knowledge and understanding of commercial banking issues;
* Experience in banking business, preferably gained in an international environment;
* Prior exposure to (credit) risk management.
Key Technical Skills/Knowledge:
* Strong analytical thinker;
* Expert knowledge in making complex calculations and performing statistical tests;
* High degree of communication and presentation skills, both in writing and verbally;
* Well organised;
* Team player;
* Fluent in English/Preferably Dutch speaking;
* Experience with MS Word, MS Excel, MS Access and preferably SAS;
* Broad understanding of IT;
If you are interested in this role please send your CV today along with your rate.
N.B. Please be aware that only .doc files can be processed.
Amoria Bond operates as an employment agency and employment business. No terminology in this advert is intended to discriminate on the grounds of age or experience, and we confirm that we are happy to accept applications from persons of any age or experience for this role.