About this role
Credit Risk Modeler As a Credit Risk Modeler at Rabobank, you support development, monitoring and maintenance of A-IRB, IFRS9 (PD/LGD/EAD) and Early Warning Signals models, perform ad-hoc analyses, build code and documentation, and present insights to stakeholders. Direct solliciteren Neem contact op Automatisch verbeterd voor betere leesbaarheid Credit Risk Modeler Role purpose: Develop, validate, and maintain credit risk models that support underwriting, portfolio management, and regulatory compliance, enabling accurate risk measurement and data-driven credit decisions. - Design, build, and implement credit risk models (e.g., PD, LGD, EAD, scorecards) using statistical and machine learning techniques. - Perform model validation, back-testing, benchmarking, and sensitivity analysis; document findings and remediation plans. - Monitor model performance and stability; manage recalibration and periodic reviews. - Translate business requirements into analytical solutions; partner with underwriting, finance, and risk stakeholders. - Prepare model documentation for internal governance and regulatory expectations (e.g., model risk management). - Ensure data quality, feature engineering, and reproducible pipelines; support production deployment with technology teams. Required skills and qualifications - Credit risk analytics: Experience with retail, SME, or corporate credit modeling and portfolio risk metrics. - Quantitative methods: Regression, survival analysis, time series, segmentation, and model interpretability. - Programming: Proficiency in Python and/or R; SQL for data extraction and transformation. - Model governance: Familiarity with validation standards, audit-ready documentation, and regulatory frameworks. - Communication: Ability to explain model assumptions, limitations, and impacts to non-technical audiences. Credit Risk Modeller- Data Analytics Early Career Program Discover your potential during this Data Analytics...