Credit Risk & IT

  • Salaire : EUR550 - EUR1000 per day
  • Lieu de travail : Kesteren, Gueldre, Pays-Bas
  • Type de contrat : Plein-temps
  • Entreprise : JCW Search

Looking for a Credit Risk professional Interim on management or consultant level for a top tier bank in The Netherlands immediately!

  • Assessment of Credit risk models (for PD, LGD and CCF)
  • Development of PD, LGD and CCF Credit risk models including data quality analysis, creation
  • Validation of PD, LGD and CCF Credit risk models
  • Support in definition of strategy for IRB application and actual submission/roll-out
  • RWA analysis, aiming to identify the impact of changes in the parameters


  • Proficient knowledge of main statistical software for credit risk, eg. : SAS (Basic, Stat, Enterprise Miner), R,
  • Advanced knowledge of Excel and VBA programming, including macro coding
  • knowledge of other econometric software depending on the candidate (eg. Stata, Matlab, E-views, C++)
  • English business proficiency
  • Master degree in Finance, Financial Engineering, Applied Finance/Statistics/Mathematics, Computational Finance
  • International education and working experience

If you are interested, please send your most recent CV to:

  • Risk Management, Regulatory Compliance & Audit Recruitment
  • Visit us at our website