Specialist Quantitative Modeling

ppAs a Specialist Credit Risk Modelling, you will be responsible, together with a team of /ppcolleagues, for all quantitative models used to quantify credit risk within the bank. /ppBecause we are a relatively small bank, your role is very diverse and you will have the /ppopportunity to really make an impact. The diversity of the role ranges from developing /ppmodels in Python and R to having discussions with our Board of Directors, De Nederlandsche /ppBank and our auditor. /ppData and coding are central to your work: to develop a good model, understanding the /ppunderlying data is essential. In addition, modelling requires extensive knowledge of statistical /ppmethods, and the skills to develop code to implement said methods, to build the most accurate model possible. /ppWithin the department we have short lines of communication, and a flat hierarchy /ppwhich means that ideas can be discussed, formalized and implemented quickly, and /ppeven be requested to be presented to the Executive Board. This position gives you /ppthe opportunity to be part of a great company with an entrepreneurial culture where we /pphighly value personality and respect. /ppWhat you will do: /pullipDevelop, recalibrate and monitor credit risk models. /p /lilipAnalyse and critically assess model methodologies, outcomes and trends in the data. /p /lilipPresent results clearly to senior management and relevant stakeholders. /p /lilipLead discussions with stakeholders such as Model Validation, Internal Audit and De Nederlandsche Bank. /p /lilipImprove processes and contribute to the further development of our internal code library. /p /li /ul /p #J-18808-Ljbffr