Risk

Senior Consultant - Quantitative Risk Modelling

Finalyse

Job at a glance

Salary
Competitive
Country
Netherlands
Specialism
Credit Risk
Employment type
Full Time
Published
2026-04-27

About the role

Provide expert quantitative consultancy to top-tier banks in Amsterdam.

Key Responsibilities:
  • Develop and validate IRB and IFRS 9 models (PD, LGD, EAD).
  • Implement Pillar 2 risk frameworks and economic capital models.
  • Advise clients on TRIM and Basel IV transitions.
Requirements:
  • 4-7 years in quantitative finance or consulting.
  • Expertise in Python, R, or SAS.
  • Strong communication skills for stakeholder management.

Skills and specialisms

  • IRB
  • IFRS9
  • Python
  • R
  • SAS
  • Risk

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