Credit Risk Analyst

Key accountabilities

• Run Business as Usual (BAU) activities, such as preparing the inputs for the IRB and IFRS9 model, analyze and present results to stakeholders
• Analyze and monitor risks related to the housing market in the Netherlands
• Carry out data investigations and create reports, e.g. using SQL and Power BI
• Analyze data to support risk identification and assessment
• Develop risk mitigation strategies
• Build and manage effective relationships with colleagues in the wider Risk team and across partnering business functions

Profile

• Bachelor’s degree level or equivalent in a highly analytical and numerate discipline, such as econometrics, mathematics, physics, or similar
• Basel regulation knowledge, specifically on capital (credit risk)
• Strong interest in developing knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing
• Broad knowledge of credit risk lifecycle, decision systems and financials
• Pro-active attitude is required
• Ability to get things done under pressure and hands-on mentality
• Advanced analytical and problem-solving skills
• SQL (Advanced) skills
• MS Office Advanced skills (Excel and PowerPoint); Experience with Power BI is a plus
• Ability to learn self-train and find solutions
• Self-motivated and well organized
• Excellent communication skills, verbal and written (English)