Risk Data Modeling Analyst

time-1 Created with Sketch. 40 feather-1 Created with Sketch. HBO,WO location-pin-1 Created with Sketch. Amsterdam

In brief: You are part of the Data Modeling team (40 people) within the Risk Data Modeling Grid (80 people). The Risk Data Modeling Grid (part of Risk Data & Analytics, Central Risk Management) is primarily responsible for supplying data for developing and calibrating specific risk models.

Your job

As a member of the Data Modeling team, you will be working on a daily basis to supply the various Risk Modeling departments with the data they need to compile risk models. Your responsibilities will be strongly communicative; you will frequently interact with modelers and representatives from the business (CIB, CB, Finance, Retail, FR&R) to set data requirements and will be expected to verbally defend your findings  to your stakeholders. You will also play an active role in the weekly teammeetings where knowledge-sharing is key.  

The Risk Data Modeling Grid

The Risk Data Modeling (RDM) Grid (80 professionals) is responsible for the supply of accurate data, so the Risk Modeling department obtains the proper datasets, which are used on a daily basis on a global level in the organization. The Risk Data & Analytics department is the bank’s expertise centre for the development of quantitative risk models. The risk models support decision making such as defining the bank’s capital requirements, pricing deals, issuing customer loans and setting/monitoring market risk limits.

Given the importance the regulatory authorities ascribe to modeling and the data underpinning it, this is a challenging role with a potentially heavy workload. The Data Modeling team has four sub-teams:

  • Interest rate risk & liquidity risk;
  • Credit risk;
  • Stress testing, IFRS 9 and economic capital;
  • Market risk and counterparty credit risk.

Your Profile

An ability and willingness to work with others is crucial for the success of this role. You are naturally someone who takes initiatives, structures and organises work well and is keen to work with others to deliver visible results. You are skilled in your profession, have an analytical approach and good communication- and presentation skills. In the dynamic environment in which you operate, you have an unrivalled ability to get all stakeholders on board, regardless of their levels of knowledge and areas of focus.

Qualifications, requirements and experience:

  • Proven relevant professional experience and analytical ability at University level;
  • At least 2 years of experience in a comparable (data-related) position;
  • Your are able set requirements and to work with larger datasets;
  • Stakeholder management;
  • Knowledge of risk management (with)in financial sector or – institutions;
  • Dutch is not required.

More information?

Interim Valley offers a challenging 'Data Science Development Program' which ables you to ignite your Data Science skills. Interested to work in the position of 'Risk Data Modeling Analyst' at the data modeling department of our client and the Data Science program of Interim Valley? Please contact George Helderman (06- 42 64 66 53 / g.helderman@interimvalley.com) for more information about the possibilities.

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Werken bij Interim Valley

Interim Valley is een detacheringsbureau uit Amsterdam dat in 2012 is opgericht door Ruben Verkuijl en Diederik Veenhoven en inmiddels is uitgegroeid tot meer dan honderd medewerkers. Vijftien van deze medewerkers zijn gevestigd op het kantoor van Interim Valley en overige medewerkers zitten bij de klanten. Interim Valley ondersteunt organisaties bij de invulling van posities binnen Compliance, Data Analytics, Trade Finance en Risk & Lending in de financiële sector.

icon-location Created with Sketch. Actief in nederland
icon-gender Created with Sketch. 48% / 52%
icon-pin Created with Sketch. Hoofdkantoor in Amsterdam
icon-age Created with Sketch. Gem. leeftijd van 35 jaar
icon-people Created with Sketch. 100 medewerkers in Nederland
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