For an environment based on mortgage securities and data we are preferably looking for a Quant with experience in development of PD and LGD models for Retail Banking. Other models also include Prepayment and Fraud detection and the Basel II capital requirements model.

This role also has direct contact with the business at Board/MD level.

Also of interest to the client is anyone with knowledge of reporting Financial Instruments at Fair value (IFRS 9 Exposure draft). And or anyone interested in Innovation of new products for clients in the realm of Big data – Marketing and sales models are to be developed. In short a broad role with some very interesting new work to sink your teeth into with multiple internal clients and business stakeholders.

Fluent Dutch is a must. Please contact Chris Boersen for further information and for a complete job description.