They are constantly looking to improve the way they manage their risks.

Risk Models play a pivotal role in this. These models rely on accurate data, supplied by their Modelling Data Teams. 

For one of our Clients we are currently seeking for experienced, fast learning Modelling Data Analysts who like to translate data requirements to reliable modelling data sets and are eager to contribute making their data collection processes future proof.

The Modelling Data team is primarily responsible for supplying data for developing and calibrating risk models. The team is now being expanded to almost 50 FTE divided across 4 sub teams (Credit Risk Retail, Credit Risk Non-Retail, Asset Liability Management, Risk Analytics platform). 

In this role, you will be working in the Asset Liability Management  team. The teams largely consist of highly motivated colleagues with international backgrounds, working in an open and informal atmosphere. Given the importance the regulatory authorities ascribe to modelling and the data underpinning it, this is a challenging and impactful role.

Responsibilities

As a member of the Modelling Data team, you supply (Asset Liability Management) Risk Modelling with the data they need to compile risk models. On one hand your duties will consist of technical aspects such as SAS/ SQL and Python programming, performing Data Quality analyses and integrating datasets. On the other hand you’ll be working on documentation and using your communicative skills for stakeholder alignment. 

Qualifications

• Experienced (5+ years) in working with data related to credit risk models ;  
• A Master’s degree;
• Highly skilled in SAS Enterprise Guide, SQL and Python; 
• The ability to detail and challenge data requirements;
• Knowledge of risk management in financial institutions;
• Excellent stakeholder management skills; 

NOTE: For this role we can only consider people that are Europe area based (We will not relocate from outside Europe – due to Corona). They will be able to offer sponsorship to those that already hold an Highly Skilled Migrant status in the Netherlands.