Expert in data methodology

Role & Responsibilities

• You will play a crucial role in the further development and maintenance of financial risk models, assuring compliant methods in line with all regulatory updates, as well as steering and advising the front office colleagues when taking Financial risk decisions
• You will set up methodology related aspects in the scope of the team 
• You will define and implement bank-wide credit risk modelling methodology, with a specific focus on data consumption 
• You will lead the effort towards structural improvements in the data delivery process by e.g. improving the methodology for calculating derived data fields 
• You will lead the effort towards improving the quality of data used for model development and monitoring processes.
• You will be the single point of contact regarding data quality in model development.
• You will set detailed requirements for data delivering stakeholders, support development and testing of automation tooling for model development and monitoring.
• You will communicate and cooperate with the key stakeholders in Global Data Management and COO Risk & Finance 
• You will collaborate with your expertise to regulatory and internal projects 

How to succeed 

• MSc degree or PhD in e.g. mathematics, physics, econometrics 
• Experience with development of (credit) (risk) models 
• Excellent knowledge of statistics and/or mathematics 
• Excellent knowledge of programming, preferably in SAS Base, SAS Macro Language, SQL, VBA and Python 
• Experience with risk modeling and business tooling, specifically SAS EG, MS Access, MS Excel, SharePoint 
• Experience with (central) data gathering and processing 
• Knowledge of banking and financial industry, financial and lending products, and processes 
• Experience in being a sparring partner/advisor to senior management 
• You have strong analytical and problem-solving execution skills 
• You are an independent, creative and pro-active mind-set 
• You have organizational skills to work in a structured way and maintain focus on the broader picture 
• You have a focus on delivering pragmatic and feasible solutions 
• Fluent English language skills 
• You have skills to effectively communicate with stakeholders (with non-technical background)