Credit Risk Modeller

Location Brussels, Belgium

Job Type Permanent


Our client is looking for a Credit Risk Modeller whose main mission will be to apply advanced statistical or technical methods in the maintenance/development of models and to be aware of IFRS 9 requirements for all developments.

The candidate will have to use mostly SAS skills and be called upon to provide judgement on analytical and data solutions, as well as be responsible for the execution of any models and reporting produced.


  • First-hand experience in ALM/Finance/Credit Risk environment and applying credit risk modelling techniques or disciplines
  • Experience in producing reporting/analytical output and presenting material effectively
  • Previous collaboration with Internal and External Audit is desirable
  • Knowledge of IFRS9 and IRB regulatory framework, requirements, and application
  • Experience of model building, quantitative analysis, and data manipulation
  • Advanced use and application of data modelling and data analysis software: specifically, SAS, or simillar
  • Excellent IT skills: of Microsoft Word/Excel/PowerPoint/Visual Basic
  • Excellent verbal and written communication skills
  • Knowledge of IFRS 9 requirements and regulatory framework relevant to the role

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