Our client has access to information on 52 million companies worldwide and makes 22,000 credit decisions per day based on this information. As one of the (Senior) Rating Analysts of the Group Risk Management Rating Team, you will be in charge of developing, maintaining and validating various types of rating models and scorecards using the accessible information. You will support Group Risk Management as well as the Credit Underwriting Units with the development of a suite of tools and models in order to optimize credit decisions and portfolio management practices.  

You will ideally have:

• A solid background in the area of mathematics, statistics, econometrics or economic research.
• Experience in effectively applying the respective skills to the area of Counterparty Rating or Scorecard development within the financial industry.
• Experience with various aspects of development and management of statistical models and maybe with the implementation of which into underwriting processes and/or capital and pricing models as well.
• Experience in creating PD- and or LGD/EAD-models in particular and their maintenance is a significant plus.

You will also be enthusiastic, a team player and able to build and maintain relationships. You enjoy applying your modelling skills and expertise in a business environment and like to teach and coach your colleagues in respective model and implementation techniques.

One of your drivers is to constantly improve models and strategies. This will become evident by the willingness and ability to constructively question and challenge existing solutions and processes and offering alternative solutions.

You are fluent in English; knowledge of another major European language would be an advantage.

Group Risk Management (GRM) is a staff unit that is responsible for various tasks that naturally fit within a modern risk management function in a financial institution. GRM’s responsibilities include developing and maintaining tools and models for pricing, economic capital allocation, reserving, credit rating and scoring. The uniqueness of our product, combined with the size and heterogeneity of our portfolio, leads to very interesting analytic and modelling challenges, the answer to which can typically not be found in a book.

Our client is one of the world’s leading trade credit insurers. In addition to credit insurance they offer a range of other products related to credit management. We service 30,000 companies world wide, ranging from small and medium size enterprises to multinationals. They employ worldwide around 4,000 people.

We offer:

• A role based in either Amsterdam of Cologne, depending on your preference.
• An enthusiastic, committed, non-hierarchical, and international team, which already employs several people with a quantitative background.
• The opportunity to get to know our clients business from all sides and this will allow you to support the business where it relies on expert judgement.
• Excellent opportunities to develop you skills and use them to make major, tangible contributions to the development of models and business processes.
• A highly competitive salary package.
• This assignment is under certain conditions also an excellent opportunity for an experienced analytical professional who is willing to make a gradual move from an analytical role to a managing position over a short time period.

In order to apply send your CV to Eelkje Nieuwland at amsterdam@morganmckinley.com

Or for further information please contact Eelkje Nieuwland at +31-(0)20-794 1995.