Credit Risk quant

My client is a consultancy in the Netherlands that is looking to hire multiple quantitative risk professionals across both Credit Risk Modelling . The team is open to candidates from either a model development or model validation background.

The hiring manager is particularly interested in professionals with experience across areas such as IFRS 9 , PD/LGD/EAD .

Key Responsibilities

Depending on the profile, responsibilities may include:

• Develop, enhance, and maintain credit risk models across PD, LGD, and EAD
• Support IFRS 9 model development, monitoring, recalibration, and implementation
• Contribute to Basel-related modelling and regulatory alignment
• Perform quantitative analysis to improve model performance and robustness
• Document methodologies, assumptions, limitations, and results for internal and regulatory use

Candidate Profile

We are interested in candidates with experience in one or more of the following:

• IFRS 9 expected credit loss modelling
• Model validation within banking or financial services
• Quantitative analytics, risk modelling, or regulatory model governance

Requirements

• Strong background within banking , financial services , or risk consultancy
• Good understanding of regulatory frameworks impacting risk models
• Strong quantitative and analytical skills
• Experience with tools such as Python , SAS , R , SQL , or similar
• Ability to communicate technical findings clearly to both technical and non-technical stakeholders
• Experience working in regulated environments is highly desirable
• Fluency in English is required, Dutch is beneficial depending on the project