Requirements: English
Company: Hamlyn Williams
Region: Amsterdam , North Holland
Job Title: Wholesale IRB Credit Risk Consultant
Location: Multiple locations (Amsterdam, Dubai, Frankfurt, Johannesburg, Lisbon, London, Madrid)
About Our Client
Our client is a boutique consulting firm with a global presence in key financial hubs, including Amsterdam, Dubai, Frankfurt, Johannesburg, Lisbon, London, and Madrid. Specialising in risk, finance, and strategy, they have earned strong industry recognition for delivering innovative solutions across the financial services sector.
What sets them apart:
- Specialist Focus: As a boutique consultancy, they offer deep expertise in risk, finance, and strategy, delivering cutting-edge methodologies grounded in analytical excellence.
- Integrated Approach: By working across traditionally siloed domains, they deliver tailored, sustainable strategies that are both innovative and practical.
- People-Driven Culture: Team members at all levels actively contribute to shaping the direction and growth of the firm, creating an entrepreneurial and collaborative environment.
The Role
We are seeking a technically strong Wholesale IRB Credit Risk Consultant with global exposure and hands-on model development experience. This is an exciting opportunity to join a fast-growing, people-centric consultancy that works with leading financial institutions worldwide.
Key Responsibilities
- Develop and enhance wholesale IRB credit risk models
- Apply quantitative methods to support regulatory compliance and business strategy
- Work collaboratively with client teams to deliver bespoke, high-impact solutions
- Contribute to broader risk and finance projects including ICAAP/ILAAP, capital planning, risk appetite frameworks, and stress testing
Requirements
- Experience: 510 years in financial services consulting and/or banking industry, with a focus on credit risk and risk modelling
- Technical Expertise: Demonstrated hands-on experience in developing wholesale IRB credit risk models (not just audit/review)
- Programming Skills: Proficient in Python, SAS, R, SQL, or similar tools
- Regulatory Knowledge: Strong familiarity with international and local regulations, particularly PRA/ECB standards
- Analytical Skills: Strong quantitative background applied in a financial risk context
- Desirable Extras: Experience in areas such as ICAAP/ILAAP, capital management, resolution planning, or pricing
- Education: Masters degree in a quantitative field such as mathematics, industrial engineering, economics, or physics
- Language Skills: Fluent English is essential; German or Dutch is a plus