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Risk Model Developer

fully flexible
Remote: 
Full Remote
Experience: 
Senior (5-10 years)
Work from: 

Offer summary

Qualifications:

PhD/Master in quantitative field or related., 6-10 years of experience in relevant field., Knowledge of Python, SQL or similar languages., Curiosity towards climate-related risk regulations..

Key responsabilities:

  • Develop and maintain credit and IFRS9 models.
  • Ensure compliance with internal policies and regulations.
DLL logo
DLL Financial Services Large http://www.dllgroup.com
5001 - 10000 Employees
See more DLL offers

Job description

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 more here about how you can unleash your full potential at DLL

Day To Day

  • Develop, maintain, improve and implement Credit, IFRS9 and Economic Capital models
  • A focus on integrating Climate & ESG considerations into the models
  • Ensure that the models you developed are compliant with internal policies as well as external regulations (ECB, EBA, IFRS9)
  • Work independently and as part of the model development team
  • Safeguard correct implementation of models into DLL’s risk infrastructure systems, translating policies and models into technical requirements
  • Document the models according to the company standards and support validation
  • Mediate regulatory expectations, business requirements, literature, data limitations, implementation feasibility and model performance for the best solution
  • Provide written and verbal explanations on ideas, frameworks, models and implementations
  • Engage with integrated risk management on Stress Testing on ICAAP
  • Engage with business stakeholders to understand their needs and embed the model
  • Engage with IT in a DevOps fashion to bring the models to production
  • Part of the larger analytics family covering risk and business models as well as machine learning applications attending knowledge sharing and brainstorm sessions.

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 this link for 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

  • PHD/Master degree in a quantitative field (econometrics, mathematics, physics, AI or similar) or C&E related field (climate studies, sustainable/climate economics, meteorology or similar)
  • Approximately 6-10 years of working experience, preferably in a relevant field (e.g. credit risk modelling, stress testing, credit risk framework, IFRS9 provision models, sustainable / climate economics)
  • Knowledge of and/or curiosity towards climate-related and environmental risk, including relevant regulations and guidelines
  • You have knowledge of Python, SQL or comparable packages and programming languages
  • Working proficiency of English in required.

Choose wellbeing

DLL’s 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.

Settling in

At DLL, we are many things. We are team members, family members, community member. We are members of society, members of different cultures and nationalities. Members of change. We each have different beliefs, different

passions, different viewpoints, talents and interests. We come from different backgrounds, cultures, nationalities and histories.

But for all of our differences, we share one thing in common: each of us are members of DLL.

Our company was founded in the Netherlands. But today we are truly a multinational business. Our unique culture is rooted in higher collaboration, less hierarchy and an honest directness that enable us to integrate, ideate and innovate across country lines.

Many companies say they are European, American, Asian or Australian, at DLL we are all these places and more.

We are a cross-culture collaborative – an interconnected network – that comes together every single day with one goal in mind: Partnering for a better world.

Good To Know

  • Deadline for application: December 22nd. (Due to high volume of applications this requisition may close prior to posted close date)
  • Please be aware that we are not offering relocation for this role and are prioritizing Netherlands based candidates.
  • The selection process may involve an assessment
  • Applications via email will not be reviewed. Please apply online via our career website
  • DLL’s referral program applies
  • For more information, please contact our Talent Acquisition Partner Natascha Hooi via natascha.hooi@dllgroup.com

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.

Required profile

Experience

Level of experience: Senior (5-10 years)
Industry :
Financial Services
Spoken language(s):
English
Check out the description to know which languages are mandatory.

Other Skills

  • Analytical Thinking
  • Collaboration
  • Communication
  • Problem Solving

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