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Teamlead Credit Risk

  • Location:

    Amsterdam

  • Sector:

    Accountancy & Finance, Risk & Compliance

  • Job type:

    Permanent

  • Salary:

    Bespreekbaar

  • Contact:

    Tijn Paulusse

  • Contact email:

    Tijn.Paulusse@oliverjames.com

  • Job ref:

    JOB-102023-227382_1698050801

  • Published:

    7 dagen geleden

  • Expiry date:

    2023-11-22

This is where you will work

Measuring and effectively managing risks is key in banking. The need for modelling in core banking processes, including risk management, is expanding rapidly. New technologies, new data sources and data driven solutions create an enormous amount of opportunities. On the flip side, these opportunities result in competition from unexpected parties on a high pace. Our client intends to make a step forward by exploiting these new opportunities and strengthen the competitive position. Risk Modelling has the ambition to develop risk models that enable offering our clients a sustainable price that matches their risk profile. The team has the ambition to be leading and on the cutting edge.

The Risk Type Cluster Leader for Credit Risk Projects is responsible for representing risk modelling in various committees, Management Teams, change grids, and towards regulators and other stakeholders. The jobholder is responsible for model quality, determines and monitors quality standards and coaches project teams to realise output of constant quality, performs stakeholder management, and has general knowledge of the other risk types to be able to represent Risk Modelling in an appropriate manner towards stakeholders. The jobholder also has the aim to educate on and bring awareness about risk modelling within the organisation and to actively promote risk modelling inside and outside of the bank, sets the boundaries of what is expected from the teams, coaches the team to realise their operational deliveries, is pro-actively involved if boundaries are tested and coaches the teams to optimise their activities (qualitative and quantitative).

Our clients Risk Modelling department is an international team that exists out of more than 90 professionals. They are the centre of excellence within the bank for developing quantitative risk models, which informs the bank in its daily decisions, from pricing of deals and granting of customer credits, through to setting and monitoring of market risk limits and determining the capital requirements for the bank.

The professionals in the Risk Modelling department have diverse international backgrounds and form a young and dynamic team. The team enjoys intellectual challenges and "rolling up their sleeves" to get the job done. Our client offers an open atmosphere, in which mutual feedback leads to continuous improvement. Together with support from business and other stakeholders, we work to realise our ambitions in delivery and innovation.

Working at our client means becoming even better at what you do. We understand clients, translate their ambitions into joint success and thus earn their trust. We want our clients to understand our products. This is why we sometimes say 'no' if the risk attached to a product is too great for the client. Serving the client's interests is also a question of offering - and communicating - a transparent range of products. Banking is our business, the world is our challenge.

This is what they expect

  • Quantitative background
  • Will lead multiple Credit Risk Projects such as Modelling frameworks, implementation of new regulation, management of regulatory inspections
  • Intensive experience with risk models covering the entire balance sheet in terms of credit risk, IFRS and pricing models
  • General information
  • Academic quantitative master's degree or PhD
  • English fluent;
  • >8 years of experience in a financial environment of which > 5 years in a quantitative environment and at least 3 years in a senior or managerial role
  • Strong communication skills
  • Strong at initiating cultural change
  • Thorough knowledge of financial markets, banking as well as trading book products, risk management, credit risk and IFRS.
  • Thorough knowledge of rules and regulations and regulatory trends relevant for risk modelling (Basel, IFRS, CRDIV/V, etc.)
  • Experience in communication with DNB/ECB, on-site inspections and thematic analysis
  • Strong personality with respect to interaction with internal stakeholders, regulators and other external stakeholder

We are offering

Your desire to value creation using risk data is very important for us . We're also keen to learn from your experience of data value creation and model applications. You will be given the opportunity to further deepen your expertise and/or broaden your role, from data modelling to data delivery and from portfolio to data management related to regulatory change. There will be various growth opportunities in your area of expertise and also beyond, depending on your goals, interests and experience.

On top of that they offer:

  • A custom made annual salary (based on knowledge & experience)
  • An informal multicultural working environment with great colleagues
  • Challenging work on complex and advanced quantitative problems
  • Flexible working hours
  • A wide range of training opportunities
  • Career development and the possibility to gain experience in all areas of risk modelling, in other business areas of the bank, or in one of our international locations

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