Medior Model Developer
Ayvens
Medior Model Developer
Ayvens is seeking a Medior Model Developer for its Pillar 1 team in Amsterdam. The role involves developing, maintaining, and implementing credit risk models (scorecard/rating and IFRS 9) across the full model lifecycle, ensuring compliance with regulatory standards. Candidates need strong Python and T-SQL skills, at least 3 years of relevant experience, and a quantitative background.
Medior Model Developer
Ayvens is seeking a Medior Model Developer for its Pillar 1 team in Amsterdam. The role involves developing, maintaining, and implementing credit risk models (scorecard/rating and IFRS 9) across the full model lifecycle, ensuring compliance with regulatory standards. Candidates need strong Python and T-SQL skills, at least 3 years of relevant experience, and a quantitative background.
Salary
Core Qualifications
Technical (Must-have)
Soft Skills
Preferred Qualifications
Technical (Nice-to-have)
Key Responsibilities
- Develop, maintain and implement credit risk models, including scorecard/rating models and IFRS 9 provisioning models
- Manage model development initiatives from inception to delivery
- Prepare comprehensive development documentation and support model submission activities
- Monitor model performance, analyse monitoring results and investigate performance issues
- Conduct root cause analyses and drive remediation activities
- Maintain model governance activities, including model inventory records and action plans
- Support interactions with Model Risk Management, Audit and regulatory stakeholders
- Mentor junior colleagues and facilitate knowledge-sharing discussions