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Open nowPosted 3 days ago

Quantitative Risk Modeller

EURES job mobility portal422,548 open roles

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Vlaams-Brabant, Belgium
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Your applicationOpen nowQuantitative Risk ModellerEURES job mobility portal · Vlaams-Brabant, Belgium
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  2. 3.6%3 days
  3. 8.1%7 days
  4. 15.1%14 days
  5. 33.9%30 days
This job: posted 3 days ago

EURES job mobility portal median: 3 days open

The posting

Als Quantitative Risk Modeller help je KBC om in te schatten hoe het kredietrisico evolueert onder ongunstige macro-economische scenario’s. Je ontwikkelt en verbetert stresstestmodellen voor KBC Group en vertaalt de resultaten naar betrouwbare inzichten voor risicobeheer en besluitvorming.

Je bent betrokken bij de volledige modelcyclus: van kwantitatieve analyse en modelontwikkeling tot de implementatie in de risico-infrastructuur van KBC en de interpretatie van resultaten samen met risico-experten en andere stakeholders.

Het Risk Modelling-team ondersteunt KBC Group en werkt daarbij over landsgrenzen heen. Je werkt samen met collega’s en risico-experten in verschillende kernmarkten van KBC, waaronder België, Tsjechië, Slovakije, Hongarije en Bulgarije. Vlot samenwerken en afstemmen in een internationale context maakt dan ook een belangrijk deel uit van je job.

In eerste instantie focus je op Credit Risk Stress Testing. Op termijn krijg je ook kansen om je expertise uit te breiden naar andere risicodomeinen, zoals marktrisico, verzekeringsrisico of klimaatgerelateerde risico’s.

Jobomschrijving

  • Je ontwikkelt, onderhoudt en verbetert kredietrisico-stresstestmodellen voor KBC Group.
  • Je werkt samen met ICT-collega’s om de modellen te implementeren in de risico-infrastructuur van KBC.
  • Je analyseert modelresultaten en ondersteunt risk managers bij de correcte interpretatie en toepassing ervan.
  • Je werkt nauw samen met interne validatieteams, risico-experten en andere stakeholders uit verschillende landen binnen KBC Group.
  • Je verwerkt nieuwe inzichten en vereisten in bestaande modellen en modelleringsmethodes.
  • Je documenteert je werk helder en presenteert je analyses en conclusies aan het senior management.
  • Je hebt een masterdiploma of PhD in wiskunde, fysica, burgerlijk ingenieurswetenschappen, economie of een andere relevante kwantitatieve richting.
  • Je houdt van kwantitatieve modellering en het oplossen van complexe analytische vraagstukken.
  • Je kan technische concepten en modelresultaten helder uitleggen, zonder onnodig jargon.
  • Je communiceert vlot in het Engels en werkt gemakkelijk samen met collega’s en stakeholders uit verschillende landen.
  • Je werkt vlot met Python. Ervaring met cloud development, grote datasets, machine learning of financiële modellen is een plus.
  • Ervaring met kredietrisico, stresstesten, modelvalidatie of ICAAP/internal capital frameworks is mooi meegenomen, maar geen vereiste.
  • Je bent nieuwsgierig, neemt initiatief en werkt graag samen om tot pragmatische oplossingen te komen.
  • Je combineert analytische nauwkeurigheid met oog voor de praktische toepassing van modellen en hun resultaten.
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