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Credit Risk Modeller in Eindhoven

Do you have experience in credit risk modelling? Are you looking for the next challenge in one of the largest banks in the Netherlands? Then read this vacancy and apply!


De functie

As credit risk modeller you are responsible for model development of credit risk models. The focus is on PD (Probability of Default) EAD (Exposure at Default), LGD (Loss Given Default), facilities (IFRS9) and regulatory/economic capital models.

The candidate will be working in a large team of modellers, all of which perform various modelling projects. The candidate is part of a big team but working in a smaller team of 10 to 25 people.

As a credit risk modeller with several years of experience you are going to actively contributing to the project in regards to modelling. If you are a credit risk modeller with more experience you will be responsible for model choices within large projects. You are also responsible for the content direction within the project as managing the timelines in modelling field.

Over jou
  • Master's or PhD in Econometrics/Financial Mathematics/Physics/or similar, with good knowledge of statistical/econometric techniques
  • 2+ years experience as a modeller with experience in developing or validating credit risk models
  • Experience with development/performance of qualitative analysis models in Matlab (or R, Python,  C++)
  • Knowledge of relevant regulations (BIS, EBA, CRD IFRS9)
  • Fluent English (both written and spoken), Dutch is an advantage
Wat wij bieden

Brunel supports your international career: since you are living in another country and probably don’t immediately know how to find your way in the Netherlands, Brunel can help you with this. As an international company, we know better than anyone what it is like to move to a foreign country to work. This is why we can arrange the most important things - including those that don’t involve your job - for you and your family so that you can fully focus on your career in the Netherlands. We will support you by housing, administrative matters and health insurance, but also we support by education and other facilities to make the international career as pleasant as possible.

Over ons Brunel is an international provider of services specialised in project management, secondment and consultancy in the disciplines of Engineering, IT, Finance, Legal, Marketing & Communication and also all disciplines in the oil & gas industry. Since its establishment in 1975 Brunel developed itself in an international organisation with over 10.000 employees. Brunel offers work on exciting and challenging projects in collaboration with our partners within various industries. These sectors offer opportunities to participate in the development of new technologies amongst world class organisations. Our industrial partners seek the best professionals who possess the ambition and enthusiasm to excel. Brunel Engineering is specialised in secondment of technical specialist with a Bachelor’s, Master’s or Ph.D in all technical fields.
The sectors in which Brunel Engineering is active are Hightech, Production, Construction, Infrastructure and Industry. Brunel is also dedicated to the personal development of its employees and supplies them with an extensive training program.

Extra informatie

Fulltime (startersfunctie)

Noord-Brabant | Fulltime (startersfunctie)

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