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.
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 consist of technical aspects such as SAS/SQL programming, compiling analyses on source data (data quality) and putting together datasets. 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.
You are skilled in your profession, have an analytical approach and a outstanding communication- and presentation skills.
Qualifications, requirements and experience:
- Proven relevant professional experience and analytical ability at University level;
- Extensive technical knowledge (reading and writing) of SAS Enterprise Guide or SQL;
- Your are able to work with larger datasets;
- Knowledge of risk management (with)in financial sector or – institutions;
- Knowledge of and experience with Python programming language is seen as an advantage;
- Dutch is not required.
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 Engineer' 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 / email@example.com) for more information about the possibilities.
Laat je contactgegevens achter zodat wij jouw interesse verder kunnen bespreken.
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 honderdvijftig 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.