Description
Credit Risk Modeller BASEL, PD, EAD, LGD, SAS, SQL.
Currently we are looking for a Senior Credit Risk Modeller to work on an initial 12 month contract with a global bank based in the Amsterdam. The Credit Risk Department focuses on the development of credit scoring models for PD, LGD, EAD for non-retail and scorecard and other Basel II pillars. The Credit Risk Modeller will be oversee design, improve and review rating models and develop methods and tools for improving, back-testing and optimizing rating models to improve department's performance. I'm looking for candidates with extensive experience in Validating and Modelling Credit Risk models and have worked in a Bank with the credit risk models. You need to be an excellent communicator and able to communicate with the different stakeholders.