Specialist Quantitative Modeling
· AMSTERDAM, Netherlands ·
- Employment
- Contract
Van Lanschot Kempen Logo
Amsterdam Master
Specialist Quantitative Modeling
Create your own future
As a Specialist Credit Risk Modelling, you will be responsible, together with a team of
colleagues, for all quantitative models used to quantify credit risk within the bank.
Because we are a relatively small bank, your role is very diverse and you will have the
opportunity to really make an impact. The diversity of the role ranges from developing
models in Python and R to having discussions with our Board of Directors, De Nederlandsche
Bank and our auditor.
Data and coding are central to your work: to develop a good model, understanding the
underlying data is essential. In addition, modelling requires extensive knowledge of statistical
methods, and the skills to develop code to implement said methods, to build the most accurate model possible.
Within the department we have short lines of communication, and a flat hierarchy
which means that ideas can be discussed, formalized and implemented quickly, and
even be requested to be presented to the Executive Board. This position gives you
the opportunity to be part of a great company with an entrepreneurial culture where we
highly value personality and respect.
What you will do: -
Develop, recalibrate and monitor credit risk models. -
Analyse and critically assess model methodologies, outcomes and trends in the data. -
Present results clearly to senior management and relevant stakeholders. -
Lead discussions with stakeholders such as Model Validation, Internal Audit and De Nederlandsche Bank. -
Improve processes and contribute to the further development of our internal code library.
Turning talent into value!
As a person, result-driven, proactive and resourceful, that is how we can best describe you as a
Specialist Credit Risk Modelling. Being able to produce your own work independently
at times, being able to ask for help when needed and being able to communicat...
Amsterdam Master
Specialist Quantitative Modeling
Create your own future
As a Specialist Credit Risk Modelling, you will be responsible, together with a team of
colleagues, for all quantitative models used to quantify credit risk within the bank.
Because we are a relatively small bank, your role is very diverse and you will have the
opportunity to really make an impact. The diversity of the role ranges from developing
models in Python and R to having discussions with our Board of Directors, De Nederlandsche
Bank and our auditor.
Data and coding are central to your work: to develop a good model, understanding the
underlying data is essential. In addition, modelling requires extensive knowledge of statistical
methods, and the skills to develop code to implement said methods, to build the most accurate model possible.
Within the department we have short lines of communication, and a flat hierarchy
which means that ideas can be discussed, formalized and implemented quickly, and
even be requested to be presented to the Executive Board. This position gives you
the opportunity to be part of a great company with an entrepreneurial culture where we
highly value personality and respect.
What you will do: -
Develop, recalibrate and monitor credit risk models. -
Analyse and critically assess model methodologies, outcomes and trends in the data. -
Present results clearly to senior management and relevant stakeholders. -
Lead discussions with stakeholders such as Model Validation, Internal Audit and De Nederlandsche Bank. -
Improve processes and contribute to the further development of our internal code library.
Turning talent into value!
As a person, result-driven, proactive and resourceful, that is how we can best describe you as a
Specialist Credit Risk Modelling. Being able to produce your own work independently
at times, being able to ask for help when needed and being able to communicat...