Requirements: English
Company: Carter Wahlberg
Region: Amsterdam , North Holland
This is an opportunity with unique working conditions, where you can get the best of
both worlds: the security of an established banking group, as well as the
dynamic and challenging start-up environment.
Your tasks:
The successful candidate has the possibility to work on different challenging projects and is responsible for the following deliverables:
- Development of quantitative Credit Risk models (e.g. PD, LGD, EAD)
- Application of the most common approaches for segmentation, definition of default, model estimation, model performance, model calibration and model cyclicality
- Management of projects and sub-projects
- Continuous expansion of your professional network
Your profile:
- Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
- At least 5 years of relevant working experience in the financial services industry
- Relevant experience in the estimation of IRB capital models
- Experience with modern programming languages like SAS, R, Python or SQL to perform data extraction and data quality analytics
- Strong written and verbal communication skills in German and ability to assess technical information and present key findings
- Desire to perform, natural curiosity and an ability to assimilate new skills quickly