Senior Credit Risk Modeller

Senior Credit Risk Modeller Amsterdam €70,000 – €90,000 + benefits

Shape your own career path while working with one of the most advanced credit risk teams in the BENELUX. You’ll get the freedom to focus on what excites you most, whether that’s deep technical modelling, cutting-edge machine learning, or leading high-impact projects. This is your chance to step into a dynamic, international environment where academic rigor meets real-world influence. You’ll work alongside some of the sharpest minds in the industry, using the latest tools and methodologies to develop high-profile regulatory models.

What you’ll do Design and development of

Probability of Default (PD) ,

Loss Given Default (LGD) , and

Exposure at Default (EAD)

models in compliance with regulatory requirements (Basel). Application of advanced statistical and machine learning techniques for model estimation, calibration, and validation. Performing data extraction, cleansing, and analysis using tools such as

SAS, R, Python, or SQL . Development of robust data pipelines for model development Presenting model methodologies, results, and recommendations to stakeholders in a clear and concise manner. Leading and managing end-to-end model development projects, ensuring timely delivery and high-quality outcomes.

Your profile: Master’s or PhD in a quantitative field such as

Mathematics, Statistics, Economics, Physics, or Computer Science . Minimum of

3-5 years of experience

in developing IRB models or other credit risk models within the financial services industry. Proficiency in programming languages such as

Python, R, SAS, or SQL . Desire to perform, natural curiosity and an ability to assimilate new skills quickly

WHY THIS ROLE? A collaborative and innovative work environment that fosters professional growth. The opportunity to work with leading financial institutions on high-impact projects. Competitive compensation and benefits tailored to attract top talent. Flexibility to work in a hybrid or remote setup.

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