RISK MODELLER: CREDIT RISK (M/V)
De Entrée 254
1101 EE Amsterdam
Postbus 93020
1090 BA Amsterdam
Tel 020 462 2366
Lloyds Bank, locatie Amsterdam Zuid-Oost
Lloyds Bank onderscheidt zich van andere banken door haar vernieuwende karakter en haar eigenzinnige visie
op de markt. Wij bieden een uitdagende werkomgeving vol vaart en mogelijkheden. Dat zie je aan de
gedrevenheid waarmee Lloyds Bank op de Nederlandse spaar- en hypotheekmarkt opereert, maar dat merk je
ook aan de 70 mensen die bij Lloyds Bank werken. Mensen die graag willen leren van de internationale
expertise van Lloyds Bank en die graag internationaal willen samenwerken.
Gezien het internationale karakter van de functie volgt hieronder het functieprofiel in het engels.
THE ROLE
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Support Delegated model owner in all model aspects, across the model life cycle and specifically
ensure model meets business requirements.
Support Customer Analytics & Decisions in the development and maintenance of Credit Risk models
(e.g. scorecards, Basel Expected Loss models, and forecasting models) and other analytical solutions
to support decision making within the business.
Build relationships with all stakeholders, communicating all business requirements and implications
clearly and delivering required output to agreed plans and timescales.
Support Credit Risk team in clearly understanding the dynamics of the different models and the impact
on business.
KEY ACCOUNTABILITIES
Judgement
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Ability to apply and challenge advanced statistical/technical methods in the development of credit risk
models
Communicate business implications of deliverables clearly to team members and business
stakeholders, showing awareness of wider business impacts and formulating recommendations for
stakeholders.
Drive
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Work pro-actively with IT and operational areas to drive forward and mitigate issues in the
implementation and use of the models
Deliver all individual key tasks across the model life cycle to agreed timescales with minimal ongoing
management, anticipating constraints and taking mitigating actions
Display a "can do" attitude to meeting stakeholder requirements and overcoming obstacles to delivery.
Support internal governance process across the model cycle.
Influence
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Support the credit risk team members on all aspects of advanced statistical/technical developments
and analytics.
www.lloydsbank.nl
Lloyds Bank is een handelsnaam van Bank of Scotland plc. Bank of Scotland plc maakt deel uit van Lloyds Banking Group plc. De Nederlandse vestiging van Bank of Scotland plc staat ingeschreven bij de
KvK te Amsterdam (nr. 34122516) en bij de AFM (nr. 12000859). Bank of Scotland plc is geregistreerd in Schotland (nr. SC327000) aan The Mound, Edinburgh EH1 1YZ en is geautoriseerd en gereguleerd
door de Financial Services Authority.
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Develop relationships with all key stakeholders, pro-actively provide information to team on critical
issues
Adapt communication style and approaches to articulate findings, business impacts and
recommendations confidently and effectively to line manager/business contacts.
Execution
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Contribute to the scoping, design, development, and implementation of new initiatives from a business
perspective.
Act as an expert point of contact throughout the lifecycle of the model with all stakeholders; Be
recognised as a consistent source of business insight and solutions for issues within the team;
Pro-actively identify improvements in data extraction, technical development and implementation
methods.
PROFILE
Qualifications
• Postgraduate qualification in a relevant subject (econometrics, statistics, maths, operational research),
with knowledge of advanced statistical and analytical techniques.
Capabilities
• A highly analytical approach to problem solving.
• Proven ability to assimilate complex information and support decision making within the business.
• Ability to get things done under pressure, hands-on mentality and pro-active.
• Excellent communication skills both verbal and in writing (Dutch and English) and ability to demonstrate
these skills effectively across all levels of the organisation.
• Proven ability to work well within a team environment,
• Proven ability to work without the need for close supervision showing excellent time management,
planning and organisational skills
Experience & Knowledge
• Experience in the development of Retail (Capital) models and comprehensive and broad knowledge of
the Dutch mortgage market, with particular emphasis on the Basel II Accord and its impact on these
products and markets is highly desirable.
• Good knowledge of modern risk management techniques within Retail Banking, and in the use of risk
models within such an environment.
• Experience in the extraction and manipulation of data to support risk model development, e.g. defining
observation periods, outcome periods, choosing a suitable "bad" definition, for scorecard models, and
equivalent experience for other modelling approaches.
• Experienced and competent in the use of computer-based software and/or statistical packages (e.g.
SAS, SPSS, R, Matlab, C, C++, JAVA, EViews).
WE OFFER
A fulltime role (40 hour) with a salary in line with the market and excellent secondary employee benefits.
Do you recognise yourself? Then we would like to meet you!
Send your CV and motivation letter in English to: recruitment@lloydsbank.nl
www.lloydsbank.nl
Lloyds Bank is een handelsnaam van Bank of Scotland plc. Bank of Scotland plc maakt deel uit van Lloyds Banking Group plc. De Nederlandse vestiging van Bank of Scotland plc staat ingeschreven bij
de KvK te Amsterdam (nr. 34122516) en bij de AFM (nr. 12000859). Bank of Scotland plc is geregistreerd in Schotland (nr. SC327000) aan The Mound, Edinburgh EH1 1YZ en is geautoriseerd en
gereguleerd door de Financial Services Authority.