IT Analyst / Quantitative Analyst in Credit Risk

Remote work

B2B Contract

Responsibilities

• Implement credit risk models including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and feeders for IFRS9 Loan Loss Provision models
• Provide expert advice on credit risk reference data and process change requests, ensuring data quality
• Actively participate in meetings with model developers, senior management, and internal/external auditors
• Analyze requirements for credit risk models’ implementation
• Prepare mappings for data used in credit risk models
• Prepare documentation describing the process of implementation and delivery of the credit risk models’ data

Qualifications

• Hold a Bachelor’s or Master’s degree with a strong financial background (preferred: econometrics, quantitative methods, computer science, economics)
• Have several years of experience as an Analyst
• Possess solid understanding of financial risk, particularly credit risk and credit risk modelling
• Have a knowledge of credit risk models (PD, LGD, EAD, IFRS9)
• Communicate effectively in English, both in writing and speaking, and can build strong stakeholder relationships
• Demonstrate a proactive mindset and a commitment to continuous improvement
• Are self‑motivated with strong analytical and problem‑solving skills
• Can independently manage tasks, gather input from stakeholders, and share knowledge and best practices with your team

Nice to have

• Experience working in Agile/Scrum environments
• Experience working in SAS programming and tools (SAS Enterprise Guide, SAS Viya)
• Understanding of complex IT architectures
• Familiarity with data flows and building system interfaces
• Ability to interpret and maintain reference data models
• Experience in data quality analysis
• Knowledge of testing methodologies, especially automated testing
• Ability to quickly grasp complex concepts
• A proactive approach to problem‑solving
• Strong customer focus and results‑oriented mindset

Information About The Team

We translate complex banking exposures into risk‑weighted assets and provisions, aligned with evolving business needs and regulatory requirements. Our scope includes Non‑Financial Risk (NFR), Compliance, and regulatory reporting. COO Risk supports all business lines, CROs, and COOs, and takes ownership of end‑to‑end execution of regulatory transformation initiatives.

You will join the Modelling Tribe, a team of around 100 professionals based in Amsterdam and Warsaw. The tribe is responsible for implementing credit risk models in a new, state‑of‑the‑art tool, ensuring compliance with local and central regulatory standards.

Seniority level: Mid‑Senior level

Employment type: Contract

Job function: Information Technology

Industries: Banking, Financial Services, and IT Services and IT Consulting