The bank’s credit models take into account the changing economic environment, upcoming risks and banking regulation. You will be involved in several projects in which you are asked to:
The position involves state-of-the-art modelling for active risk management. Relevant criteria for evaluation are the correctness of the development and documentation, business applicability and knowledge of the developed models. You actively participate in the different risk quantification projects on model development & maintenance; and portfolio risk quantification in general.