Quantitative Analyst - LGD/PD/EAD - Mortgage data
Senior or Medior Quantitative Analyst sought for: LGD/PD/EAD + SAS
Direct Report to Head of Credit Risk
- External stress tests (ICAAP, Recovery Plan)
- Develop monitor and manage Basel II Credit Risk Models
- IFRS 9 (model re-build)
Please contact us immediately for more information
Portfolio Manager - Fixed Income
Salary Indication: €80-€100 ex bonus
Location: Den Haag
Focused on: CEEMEA and CIS
Please contact us directly for more information.