IT Analyst / Quantitative Analyst in Credit Risk

IT Analyst / Quantitative Analyst in Credit Risk

Remote work

B2B Contract

Responsibilities

• Implement credit risk models including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and feeders for IFRS9 Loan Loss Provision models
• Provide expert advice on credit risk reference data and process change requests, ensuring data quality
• Actively participate in meetings with model developers, senior management, and internal / external auditors
• Analyze requirements for credit risk models’ implementation
• Prepare mappings for data used in credit risk models
• Prepare documentation describing the process of implementation and delivery of the credit risk models’ data

Qualifications

Nice to have

Information About The Team

We translate complex banking exposures into risk‑weighted assets and provisions, aligned with evolving business needs and regulatory requirements. Our scope includes Non‑Financial Risk (NFR), Compliance, and regulatory reporting. COO Risk supports all business lines, CROs, and COOs, and takes ownership of end‑to‑end execution of regulatory transformation initiatives.

You will join the Modelling Tribe, a team of around 100 professionals based in Amsterdam and Warsaw. The tribe is responsible for implementing credit risk models in a new, state‑of‑the‑art tool, ensuring compliance with local and central regulatory standards.

Seniority level : Mid‑Senior level

Employment type : Contract

Job function : Information Technology

Industries : Banking, Financial Services, and IT Services and IT Consulting

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