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Credit Risk Manager - Stress Testing, Credit Risk Modelling - via Michael Page Risk & Compliance

Locatie: Amsterdam

The Credit Risk Management (CRM) team combines coverage of credit and enterprise risk management topics. The team monitors and escalates material credit risks and control issues to internal committees, performs stress testing and offer perspective of its strategic implications for the lending portfolio, coordinates Risk Appetite Statement process, contributes to ICAAP and recommends actions to the senior management. Currently the team consist of 3 members.

  • Broad function within dynamic environment
  • Combination of content and stakeholdermanegement

About our client:
An international bank.

Tasks and responsibilities:
My client is expanding its 2nd line of defense to further professionalize organization, independently manage and monitor risks, and support senior management in steering portfolio and managing its own capital. This is a new role within CRM team that will put our new team member in the center of credit risk management. We are looking for a business analyst with a quantitative background that will help enhancing credit stress testing and credit risk modelling capabilities. Additionally, in the context of credit risk the new team member will provide support to credit risk reporting, contribute to ICAAP and Recovery Plan processes, and assist in validation of internal models. Key responsibilities

  • Lead enhancement of credit stress testing capabilities by developing a new credit stress test model prototype and lead implementation into OneSumX platform;
  • Enhance internal capital stress testing model capabilities;
  • Set a data base and lead development of PDs and LGDs for local needs;
  • Contribute to enhancement of current stress testing processes to ensure assumptions can be revised, refined or updated to adapt to business, regulatory and market changes;
  • Perform sensitivity analysis and capital stress testing activities to test the resilience of the bank under extreme macro-economic conditions, and communicate the results to the management;
  • Organize large data sets to produce clear, concise and meaningful reports for internal and external stakeholders;
  • Support the Internal Capital Adequacy Assessment (ICAAP) and the Recovery Plan processes;
  • Assist in validation of internal models and participate in regular communication with model owners.
  • Assist in other ad-hoc assignments and projects owned by the CRM team.


  • At least 3 years of work experience in risk management, finance or advisory roles;
  • Desirable proven experience with stress testing;
  • Working knowledge of programming language (i.e. Python, R, SQL);
  • Advanced Excel (VBA), Modeling, Data Manipulation;
  • Understanding of EBA guidelines with respect to stress testing requirements;
  • Academic degree in Economics, Econometrics, Finance, Engineering or other relevant field of study;
  • Preferably completed CFA, FRM or PRM;
  • Analytical Abilities/Financial Acumen/Problem Solving;
  • Fluent language skills in English.

Our Offer:
- A competitive remuneration package.


Information and application:


Deze organisatie werkt voor het vervullen van deze vacature nauw samen met Michael Page Risk & Compliance.

Graag ontvangen wij je sollicitatie voor de vacature van Credit Risk Manager - Stress Testing, Credit Risk Modelling bij deze organisatie in Amsterdam inclusief CV via deze directe sollicitatielink.

Job code:


Job posted

29 mei 2019
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More information:

Rogier Jansen
t. +31 6 2298 4783

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Argonweg 14
1362 AA Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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