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Senior (Credit) Risk Modeller - retail bank - via Michael Page Risk & Compliance

Location: Amsterdam
Employment: Full-time

The Bank uses and develops retail credit risk models for IRBA, IFRS 9 and forecasting purposes. These models cover all retail portfolios of the bank, including mortgages and personal loans.
  • Help establish and mature a recently founded modelling team
  • Dynamic, international, flat organization

About our client:
A retail bank

Tasks and responsibilities:

  • Deep understanding and experience with credit risk modelling approaches for IRB and IFRS 9 models.
  • Good knowledge and understanding of regulatory modelling requirements for capital and accounting related credit risk models.
  • Sparring partner and advisor to senior management
  • Ability to apply and challenge advanced statistical/technical methods in the development of credit risk models
  • Ensure a reliable infrastructure, including models, data, control environment and compliance with internal policies and external regulatory requirements
  • Use up-to-date model development standards and processes and ability to develop these further
  • Build and manage effective relationships with colleagues in the wider Risk team and across partnering business functions (such as Modelling and validation functions, Finance, Customer Analytics and Risk Infrastructure)
  • Support junior colleagues in the development of their modelling skills
  • Work pro-actively with IT and operational areas to drive forward and mitigate issues in the implementation and use of the models
  • Deliver all individual key tasks across the model life cycle to agreed timescales with minimal ongoing management, anticipating constraints and taking mitigating actions


  • Experience related to participation in larger model development projects, including responsibility for delivery of (parts of) such projects
  • Good understanding on regulatory requirements regarding internal models for retail credit risk - internal ratings based approach (IRB) - such as CRR, relevant EBA Regulatory technical standards and EBA Guidelines.
  • Experience in the development of Retail (Capital) models and comprehensive and broad knowledge of the Dutch mortgage market.
  • Good knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.
  • Experience in the extraction and manipulation of data to support risk model development, e.g. defining observation periods, outcome periods, choosing a suitable "bad" definition, for scorecard models, and equivalent experience for other modelling approaches.
  • Experienced and competent in the use of computer-based software and/or statistical packages.

Our Offer:
- a competitive remuneration package.


Information and application:


To fulfil this vacancy this organization is working together with Michael Page Risk & Compliance.

Please send your application for Senior (Credit) Risk Modeller - retail bank at this organization in Amsterdam including your CV via our website.

Job code:
Job posted
18 juni 2021
Apply Now
More information:
Rogier Jansen
t. +31 6 2298 4783
Wil je deze vacature delen met je netwerk?


Transistorstraat 7
1322 CJ Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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