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Senior Data Modeler

Department: Risk Modeling / team: Data Modeling

time-1 Created with Sketch. 40 feather-1 Created with Sketch. WO / MBA location-pin-1 Created with Sketch. Amsterdam

In short

You are part of the data modeling team (25 people) and responsible for the data collection and modeling (ETL). Collecting, modeling en preparing the (large) datasets is required by the Risk Modeling team in order to develop and execute the risk-specific models. The data modeling team is part of the Risk Data & Modeling Grid of our client.

The department

The Risk Modeling department (80 professionals) is responsible for risk models that are used on a daily basis on global level in the organisation. The quality of these models has a big impact on important areas such as the bank’s risk profile, profit and loss. The organisation is working with new technologies and innovation, such as machine learning, continuous calibration, automated monitoring, and continuous improvement and delivery of risk models. The risk-specific models are:

  • interest rate risk & liquidity risk;
  • credit risk;
  • stress testing, IFRS 9 and economic capital;
  • market risk and counterparty credit risk.

Position and responsibilities

The data is collected from different data sources (o.a. Teradata) and processed with SAS Enterprise Guide. In the future, Python will be used as a programming language and the data will be processed in Microsoft Azure. The data modeling team deals with various systems and large sets of historical data. The data modeling tasks entails 50% of your job. The other 50% of your time are allocated to different tasks:

  • Central point of contact for data collection requests;
  • Providing data sets to the modeling teams to facilitate modeling activities (data set delivery);
  • Set new (and challenge existing) requirements;
  • Prototype new requirements in order to facilitate IT for the purpose of automation;
  • Advisory role in data gathering with regard to source systems, information chains and data warehouses;
  • Communication skills are important: you'll collect and retrieve data from various stakeholders within the organisation.

Your profile:

  • As senior you can work independently and give instructions / steering to junior Data Modelers;
  • SQL or SAS experience required (medior/senior level);
  • Knowledge of and/or relevant experience: Credit Risk Modeling, Interest Rate Modeling and or Liquidity Modeling; 
  • Set and amend requirements;
  • Experience in ETL process, you're able to work with large datasets;
  • Fluency in English, Dutch is not required;
  • Experience with Python as programming language is seen as an advantage;
  • At least 5 years experience.

Interim Valley offers a challenging 'Data Program' which ables you to ignite your data skills. Are you interested in the possibilities to work in the position of 'Data Modeler' at the risk modeling department of our client and the Data Program of Interim Valley? Please contact George Helderman for more information about this position.

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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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