Your job

As a junior quantitative risk analyst, you will play a key role in ensuring that the bank makes informed, data driven decisions and that complies with existing and new regulations. Your main activities will consists in the development and maintenance of credit risk models across several portfolios within the bank. These models are mainly used for regulatory capital calculation, but they are also used across other phases of the credit lifecycle.

As a junior analyst you will take responsibility over parts of the model developments and you will decide on the best quantitative methods and techniques in order to build a high performance model compliant with regulation. You will collaborate with several stakeholders across the organization for the purpose of model development or maintenance, but also you will support medior and senior analysts in the development/maintenance of model frameworks and in understanding the impacts on models stemming from new and existing regulation.

Here, you can apply your quantitative skills and experience on various datasets and business challenges, and make a positive impact for the bank and its customers.

Your profile

•    Do you have a strong quantitative education in an area such as mathematics, statistics/econometrics, actuarial studies or physics? (Master’s degree or PhD)
•    Do you have a strong interest or knowledge in credit risk or other financial risk modelling?
•    Are you aware of Basel/European regulation for capital/provision?
•    Are you experienced in programming languages suited for doing statistical and data analysis, such as Python, SAS or R?
•    Do you have strong analytical skills as well as excellent spoken and written English?
•    And! Do you want to further develop your skills in quantitative risk modelling? Can you apply your skills to derive meaningful, robust, data driven models to guide business decisions? Do you work well within a team?

Interested?

We have an ongoing recruitment process for highly skilled people who can reinforce our team. We are happy to receive your application if you think you meet the recruitment criteria. The interview process consists of multiple interviews in which we focus on your experience, skills, and knowledge. Besides that, we are also interested in learning more about you; what drives you, what do you consider as your qualities and areas of development.