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AmsterdamMaster

Specialist Quantitative Modeling

Create your own future

As a Specialist Credit Risk Modelling, you will be responsible, together with a team of

colleagues, for all quantitative models used to quantify credit risk within the bank.

Because we are a relatively small bank, your role is very diverse and you will have the

opportunity to really make an impact. The diversity of the role ranges from developing

models in Python and R to having discussions with our Board of Directors, De Nederlandsche

Bank and our auditor.

Data and coding are central to your work: to develop a good model, understanding the

underlying data is essential. In addition, modelling requires extensive knowledge of statistical

methods, and the skills to develop code to implement said methods, to build the most accurate model possible.

Within the department we have short lines of communication, and a flat hierarchy

which means that ideas can be discussed, formalized and implemented quickly, and

even be requested to be presented to the Executive Board. This position gives you

the opportunity to be part of a great company with an entrepreneurial culture where we

highly value personality and respect.

What you will do:

  • Develop, recalibrate and monitor credit risk models.

  • Analyse and critically assess model methodologies, outcomes and trends in the data.

  • Present results clearly to senior management and relevant stakeholders.

  • Lead discussions with stakeholders such as Model Validation, Internal Audit and De Nederlandsche Bank.

  • Improve processes and contribute to the further development of our internal code library.

Turning talent into value!

As a person, result-driven, proactive and resourceful, that is how we can best describe you as a

Specialist Credit Risk Modelling. Being able to produce your own work independently

at times, being able to ask for help when needed and being able to communicate your

results/findings to relevant stakeholders and team members is essential. Ownership, drive and pragmatism are essential for your success within the modelling landscape of Quantitative Modeling.

In addition, you have;

  • A quantitative MSc degree, preferably in Econometrics, Mathematics, Physics or

  • Actuarial Science;

  • Experience in developing statistical models such as logistic regressions, time series

  • Analysis and machine learning models;

  • Strong programming skills and coding discipline, preferably in R or Python, SQL and

  • git;

  • Good knowledge of the English language, both oral and written;

  • Strong communication skills.

Turning talent into value!

That is what we do. Because when you add value, you can expect value from us in return. A healthy work-life balance, supported by our hybrid way of working, is a good example of this. As a Specialist Credit Risk Modelling, you will also receive:

  • A gross monthly salary between €3,600 and €4,200, depending on your knowledge and experience.

  • In addition to your base salary, a flexible budget of 19.47% of your gross salary, including among other things a 13th month, 8% holiday allowance and 7 additional statutory leave days. You can use this budget, for example, to buy a bicycle, pay for a monthly gym membership or save for a sabbatical. You can also choose to have the full budget paid out at any time during the year.

  • Training opportunities and the possibility to attend conferences.

  • An excellent pension scheme.

  • The option to work from abroad for up to 2 months per year, allowing you to extend a family visit or holiday by working remotely.

  • The option to exchange national public holidays for religious holidays.

  • And we have many more benefits waiting for you. Discover all the benefits of working at Van Lanschot Kempen.

Working on tomorrow's capital

Contact recruiter Minne van der Zaag for more information m.vanderzaag@vanlanschotkempen.com.

point of contact

Minne van der Zaag

Recruiter
m.vanderzaag@vanlanschotkempen.com

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