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Carter Wahlberg Limited

Medior/Senior Non-Retail Credit Risk Modeller

Carter Wahlberg Limited Amsterdam, Netherlands
Posted 4 months ago Hybrid Job Permanent €80k - €120k
Posted by
Igors Sceglovs
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 3 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 English and ability to assess technical information and present key findings
  • Desire to perform, natural curiosity and an ability to assimilate new skills quickly
London, United Kingdom
HR & Recruitment
Carter Wahlberg is a boutique executive search and recruitment services provider operating on a global scale. We take pride in our ability to quickly ...

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