Analytics Consultant

Model Developer

You will join the Integrated Risk Modelling team one of the three sub-teams within Predictive Modelling alongside IFRS9 Model Development and Analytics as a Service. Our team sits at the center of DLLs risk modelling landscape where models are the backbone of our business. As a Model Developer you will unravel complex challenges that influence the company at every level. Your work will span multiple domains: credit stress testing (ICAAP EBA) IFRS9 provisioning climate and environmental risk modelling Pillar-II frameworks and scenario analysis. These models drive critical decisions on risk costs provisions capital ratios and regulatory compliance ensuring DLL remains resilient and sustainable in a rapidly changing environment.

In this role you will design develop and enhance models using advanced quantitative techniques while gaining deep knowledge of banking products regulations and risk frameworks. You will collaborate closely with experts across data modelling validation and IT to bring models into production and integrate them seamlessly into business processes. Beyond technical excellence we value proactiveness and innovationyour ideas to improve models and simplify processes will make a real impact.

Through collaboration innovation and inclusion we will achieve our ambitions and shape the future of risk modelling.

Find out morehereabout how you can unleash your full potential at DLL

Day to day:

• Develop and maintain models for stress testing IFRS9 Pillar-II and climate risk.
• Implement models into production engines (ECL Engine Stress Test Engine).
• Analyze and interpret model outputs for provisions RWA and capital ratios.
• Support monthly provision calculations and explain ECL numbers.
• Contribute to ICAAP EBA stress tests and regulatory reporting.
• Perform scenario analysis and forecast NPL and risk costs.
• Collaborate with stakeholders across risk finance and IT for seamless integration.
• Continuously improve models using advanced statistical and econometric techniques.
• Document models and ensure compliance with governance and validation standards.
• Provide insights to committees and senior management on risk and provisioning.

Measures:

• Timely delivery of high-quality models and documentation in line with governance standards.
• Accuracy and robustness of model outputs under various scenarios.
• Successful implementation of models into production systems.
• Proactively identify opportunities to improve models and simplify processes.
• Actively contribute ideas and solutions during team discussions and projects.

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:

• Masters degree in a quantitative field (Econometrics Mathematics Statistics Finance).
• 36 years of experience in risk modelling or related domain.
• Strong programming skills (Python SQL; experience with model deployment is a plus).
• Solid understanding of credit risk concepts and banking products.
• Ability to interpret regulatory frameworks (IFRS9 ICAAP EBA).
• Strong analytical and problem-solving skills.
• Excellent communication skills for technical and non-technical audiences.
• Experience with data analysis and model performance assessment.
• Working proficiency in English.
• Ability to learn quickly and adapt to complex environments.
• Proactive mindset with a drive for continuous improvement and innovation.

Extras:

• Experience with climate risk modelling or stress testing.
• Familiarity with machine learning techniques.
• Knowledge of DevOps practices for model deployment.
• Exposure to regulatory audits or model validation processes.
• Curiosity about climate risk sustainability and other emerging factors that influence banking and risk management.

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: February 13th (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
• #LI-DENNIS
• DLLs referral program applies
• For more information please contact our Talent Acquisition Partner Dennis van Hoof 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.