Model Developer
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Job Location:
Eindhoven - Netherlands
Monthly Salary:
Not Disclosed
Posted on:
21 hours ago
Vacancies:
1 Vacancy
Job Summary
IRB Model Developer
Your Quantitative Analysis could make a difference in sustaining our business and products that support our customers every day What if your knowledge skills and enthusiasm would contribute directly to the success of a global company
Find out morehereabout how you can unleash your full potential at DLL
Day to day:
- You will be responsible for developing maintaining and continuously improving IRB PD and LGD models
- You will ensure that the models you developed are compliant with internal policies as well as external regulations (ECB EBA IRB)
- You will work independently and as part of the model development team
- You will safeguard correct implementation of models into DLLs risk infrastructure systems translating policies and models into technical requirements
- You will document the models according to the company standards
- You will coordinate model validation activities and liaise with the model validation team as well as with other stakeholders (Data management Business Senior Management Internal Audit)
Together:
You will be working in an international team of professionals that have a true passion for what they do. The decisions made in this team will impact the company at every level and we rely on the expertise of this dedicated team to make these decisions. DLL is an IRB bank with a unique combination of great opportunities short reporting lines and broad responsibilities. We rely on dedicated teams of specialists from data collection to modelling validation to model usage support. Collaboration is the way we can achieve our goals and ambitions together through diversity and inclusion we will become better at what we do.
Models in general and Model development are the backbone of our business. It will help us to create a stable sustainable growth and to remain complaint with the latest regulations.
With you:
The work you do will impact your team DLL our stakeholders internal and external and most importantly our clients. Our Model developers are proficient and passionate professionals eager to bring DLL to the next level of data and model maturity.
All members enjoy
- Two working days per year volunteering for a local charity.
- Health and Wellness program including healthy food free health checks fun health & vitality activities.
- Flexible hours with possibility to work from home
- Career development opportunities: online learning member development programs.
- Click thislinkfor an overview of all the benefits in your region.
We not only live up to the expectations of our customers for today but also anticipate their market needs of tomorrow.
Essentials:
- A Masters degree in Econometrics Actuarial Science Statistics Mathematics Data Science or another quantitative discipline
- 2-5 years of professional experience with IRB-A modelling in a comparable environment/position.
- Experience in executing quantitative analyses using Python.
- Relevant knowledge on ECB/EBA guidelines is essential for this position.
- Demonstrated experience with mathematics/statistics and data science
- Experience with extracting data from various databases and analysing large data sets to extract useful business insights
- Creating reports/dashboards (Excel-VBA Power BI Qlik) is considered a nice to have
- We work with Microsoft Azure/Databricks so this would be considered as a nice to have as well.
- Experience with stakeholder management and being able to explain statistical results to a broad audience.
Choose wellbeing
DLLs wellbeing ambition is to educate equip and empower members to build connections manage their mental emotional physical and financial wellness and maintain balance between work and the other priorities that make up their lives.
Our four wellbeing categories are as follows:
- Connection Build meaningful connections with other DLL members
- Health Manage mental emotional and physical health
- Finance Provide learning opportunities to help members achieve personal financial health
- Lifestyle Maintain balance between work and life priorities
These are the things that matter to our members and the wellbeing of our members matters to DLL
Good to know:
- Deadline for application: December 21st (Due to high volume of applications this requisition may close prior to posted close date)
- The selection process may involve an assessment.
- Applications via email will not be reviewed. Please apply online via our career website.
- DLLs referral program applies
- #LI-PIM
- For more information please contact our Talent acquisition partner Pim Meeuwis via
DLL appreciates the time you spend applying to our openings. We advise only those who qualify for an interview will be contacted. Hiring subject to successful completion of a background check.
DLL is an equal opportunity employer. We are committed to inclusive barrier-free recruitment and selection processes and work environments. If contacted for an employment opportunity please advise Human Resources if you require accommodation in accordance with our values and all applicable legislation.
Key Skills
- Python
- C/C++
- Fortran
- R
- Data Mining
- Matlab
- Data Modeling
- Laboratory Techniques
- MongoDB
- SAS
- Systems Analysis
- Dancing
About Company
DLL, a great place to build your career DLL is a global asset finance company that partners with manufacturers, dealers, distributors, and end users to facilitate access to equipment and technology. Headquartered in Eindhoven, the Netherlands, we operate in over 25 countries, offering ... View more
