Senior Consultant Credit Risk Modelling

The Zanders Financial Risk team in Utrecht seeks a Senior Consultant specializing in credit risk modeling. This role involves end-to-end development of quantitative credit risk models, including A-IRB, IFRS 9, stress testing, and ESG models, for clients such as banks, insurers, and lenders. Key responsibilities include hands-on model building from data and methodology choices to coding and comprehensive documentation. The consultant will own defined workstreams within larger model development programs, act as the primary client contact, and ensure adherence to regulatory frameworks like CRD, CRR, and EBA Guidelines. Furthermore, the role involves validating and challenging existing models, providing practical recommendations, and coaching junior colleagues. The position requires strong programming skills in Python, with experience working with data in environments like Databricks. Familiarity with machine learning and AI applications in credit risk is also valuable.