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Data Scientist - Credit Risk Model and PPU
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Data Scientist - Credit Risk Model and PPU/SA Monitoring
Taal NL EN
Over ons
Vakgebieden
Data Scientist - Credit Risk Model and PPU/SA Monitoring
Data & Analytics - Nederland Amsterdam - Data & Analytics - 36-40 - Schaal 9: € 4.634 - € 6.620 pm
At a glance
Join and establish the newly setup Monitoring, Reporting and Modeling Framework Team and apply your analytical and data‑science skills to monitor credit risk models across the bank. This includes IRB, IFRS 9, Stress Testing, Permanent Patial use of the Standardsed Approach (PPU/SA), and Economic Capital, enabling data‑driven decision‑making.
Your job
- Monitor and report the use of own funds requirements, including exposure to regulatory topics such as IRB roll‑out plan, Types of Exposures segmentation, and the controlled use of the IRB and Standardised approaches, in line with internal standards and regulatory requirements. - Secondly, support in monitoring the performance of all types of credit risk models (IRB, non-IRB, IFRS9, Economic Capital, Stress Testing and Scorecards) used across retail and non-retail portfolios and analyze root-causes of performance deterioration. - Further develop tooling for automated model and credit risk landscape monitoring. - Oversee the review and development of modelling frameworks (standards, guidelines, and procedures) that support development and monitoring of credit risk models. - Work with SQL, PowerBI, Python/PySpark on Azure/Databricks and/or SAS. - Clearly communicate and present analytical results to a broad range of stakeholders. - Opportunities to grow towards Expert, Project Management or Coaching career paths.
Working environment
The Monitoring, Reporting and Modelling Framework team is part of the Credit Risk Control Unit (CRCU) and Model Strategy department that is accountable for the oversight of the model life cycle of Credit models. The team works closely with the risk modelling teams. You will join an intern...
Taal NL EN
Over ons
Vakgebieden
Data Scientist - Credit Risk Model and PPU/SA Monitoring
Data & Analytics - Nederland Amsterdam - Data & Analytics - 36-40 - Schaal 9: € 4.634 - € 6.620 pm
At a glance
Join and establish the newly setup Monitoring, Reporting and Modeling Framework Team and apply your analytical and data‑science skills to monitor credit risk models across the bank. This includes IRB, IFRS 9, Stress Testing, Permanent Patial use of the Standardsed Approach (PPU/SA), and Economic Capital, enabling data‑driven decision‑making.
Your job
- Monitor and report the use of own funds requirements, including exposure to regulatory topics such as IRB roll‑out plan, Types of Exposures segmentation, and the controlled use of the IRB and Standardised approaches, in line with internal standards and regulatory requirements. - Secondly, support in monitoring the performance of all types of credit risk models (IRB, non-IRB, IFRS9, Economic Capital, Stress Testing and Scorecards) used across retail and non-retail portfolios and analyze root-causes of performance deterioration. - Further develop tooling for automated model and credit risk landscape monitoring. - Oversee the review and development of modelling frameworks (standards, guidelines, and procedures) that support development and monitoring of credit risk models. - Work with SQL, PowerBI, Python/PySpark on Azure/Databricks and/or SAS. - Clearly communicate and present analytical results to a broad range of stakeholders. - Opportunities to grow towards Expert, Project Management or Coaching career paths.
Working environment
The Monitoring, Reporting and Modelling Framework team is part of the Credit Risk Control Unit (CRCU) and Model Strategy department that is accountable for the oversight of the model life cycle of Credit models. The team works closely with the risk modelling teams. You will join an intern...