Manager Credit Risk Modelling

Organisatie
Zanders
Locatie
Netherlands, Utrecht
Salaris
Marktconform
Gepubliceerd op
23-12-2023

As a Manager, you will contribute to a range of quantitative credit risk models, including Advanced Internal Rating Based models (A-IRB), IFRS 9, ESG, and stress test models. 

Are you interested in joining a leading financial consulting firm that values diversity and inclusivity? Do you want to work with clients from various financial industries and countries across Europe? Are you passionate about staying up-to-date with new developments and trends in quantitative modelling? If so, we invite you to apply for the position of Manager Credit Risk Modelling at our organization.

Your role

As a Manager, you will contribute to a range of quantitative credit risk models, including Advanced Internal Rating Based models (A-IRB), IFRS 9, ESG, and stress test models. You will collaborate in multidisciplinary teams to tackle complex challenges and develop practical models for our clients.

Responsibilities

  • Provide expert advice to clients, execute and manage projects independently, as well as contribute to larger team projects.
  • Play a key role as the primary contact for clients, ensuring clear communication and understanding.
  • Foster a supportive environment by assisting and mentoring less experienced colleagues in your area of expertise.
  • Actively participate in knowledge sharing and professional development initiatives.

Skills to be successful

To thrive in this role, you should possess the following qualifications and attributes:

  • A Master’s degree in Econometrics or a similar quantitative study.
  • 4+ years of experience in the field of credit risk within financial institutions or consulting firms.
  • Deep knowledge of Credit Risk modelling, including A-IRB and/or IFRS 9 models.
  • Familiarity with current market practices, machine learning, AI and regulations such as CRD, CRR, and EBA Guidelines, and emerging industry trends.
  • Proficiency in programming tools such as Python, MATLAB, SAS, R, and strong Excel skills for model building.
  • Innovative and analytical thinking to develop creative and effective solutions.
  • Strong stakeholder management skills to collaborate effectively with clients.
  • Excellent communication skills to engage and align project teams.
  • Fluency in English.

We offer in return

At our organization, we value work-life balance and promote a healthy work-from-home ethic and wellness policy. In addition, we offer:

  • Competitive salary and benefits package, including a mobility budget and bonus scheme.
  • A modern office conveniently located next to Utrecht Central Station, easily accessible by public transport.
  • Opportunities to establish yourself as a credit risk modelling expert within the financial industry.
  • Challenging assignments and responsibilities within a diverse project and client portfolio, fostering personal development.
  • Support for internal research and development initiatives and opportunities to host networking and marketing events.
  • An ambitious and service-driven work environment that provides flexibility and freedom and  encourages innovation.
  • Collaboration with well-recognized financial institutions on a global scale.
  • An entrepreneurial culture that values and encourages new ideas and suggestions.
  • Supportive and collaborative colleagues who strive to provide world-class service to our clients.
  • Enjoyable social activities, including an annual Zanders trip, culture evenings, drinks, and more.

Who we are

About the Financial Institutions department

Join our international team of over 75 highly qualified Financial Risk Management Consultants with a strong quantitative background (95%). In our team, freedom, responsibility, innovation, fun, teamwork, and flexibility are highly valued.

We are self-starters, experts, and boundary-pushers who are passionate about developing, testing, and validating risk models. We constantly seek innovative solutions that add value for our clients. To expand our business in North-West Europe, we aim to welcome dynamic, intelligent individuals like yourself to our team.

About Zanders

Zanders has grown strongly to become the leading global independent treasury and risk consulting firm with about 300 employees across ten offices in Europe, Middle-East, US and Asia. Our global team has the skills and experience to address the most complex financial challenges. With a specialized focus on treasury and risk, we have extensive experience in supporting multinational corporations, financial institutions, public sector entities and NGOs. We have ambitious plans for future growth and expansion.

With the recent investment from our strategic partner, MML Capital, we aim to strengthen our capabilities and teams in existing international markets while exploring new markets and segments. We invite candidates like you to join us on this exciting growth journey.

At Zanders, we believe in investing in our people, sharing knowledge, and creating an inspiring work environment. Our open and collaborative atmosphere fosters freedom, fun, and cooperation – all essential elements of our success. We strive to make each project more exciting and challenging than the last.

By applying for a role at Zanders, you give us approval to use and retain your personal details. Taking into account the nature of Zanders enterprise, you are expected to behave to a high moral standard. A Pre-Employment Screening (PES) by a third party is part of the applicatio

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