Senior Quantitative Credit Analyst
Open Source Investor Services B.V. (“OSIS”) is a Dutch fintech company, founded in 2010, based in the Hague and specialized in credit risk. We ensure lenders and investors in loans confidently make good credit decisions, competently value and actively manage portfolios and can comply with regulations in an easy and cost-efficient manner.
Credit is good, if well understood.
We offer consultancy, software and SAAS services covering data preparation and visualization, credit modelling (Basel, Stress testing, Solvency II and IFRS9), IFRS13 valuation and credit portfolio management tooling. We work for tier 1 banks, insurance companies, asset managers, Fintech companies and pension funds. OSIS is a growing company and came in at number 26 in the Deloitte Technology Fast 50 and number 20 in the FD Gazellen in 2018.
OSIS currently has an exciting new role available for a senior quantitative credit analyst. The senior analyst will work autonomously in a dynamic and innovative environment. The position is full time and suited for a motivated individual with demonstrable affinity with the financial industry. Candidates should have strong quantitative and communication skills with a particular emphasis on statistics and econometrics. OSIS™ offers an attractive reward package, and an inspiring, international working environment with clients in Europe, Australia and North America.
In this role your duties will include, but not necessarily be limited to, the following:
- Maintain and improve the OSIS™ suite of statistical models
- Coordinate development and evolution of the credit risk stress testing models, including the translation of macro-economic and financial developments in credit risk cost and credit RWA/ECL projections
- Combine an understanding of business challenges with strong modelling skills. This allows you to translate our customer’s real opportunities into tangible quantitative models that can suggest usable predictions and decisions improving our customer’s business
- Produce credit analysis, research and advice to clients
- Provide on-the-job coaching to our juniors
- Report directly to the CEO
- Master level degree or higher in statistics, econometrics or other related quantitative discipline
- Proven experience 5 years+ with credit modelling in relation to Basel, stress testing and/or IFRS9 preferably in banking and finance.
- Experience with and knowledge of advanced statistical principles and modelling techniques, especially in the area of credit risk analysis and modelling (regulatory models (Basel), IFRS9 modelling)
- Strong financial programming skills with a preference for (but not limited to) R and Shiny.
- Ability to analyze and combine large data sets using cloud computing
Communication and stakeholder management
- Excellent communication and organizational skills and fluent in English, both written and spoken. Other European languages are a plus.
- Ability to work well with demanding senior stakeholders, both internally and externally and a good understanding of and experience with Agile Way of Working.
- Ability to communicate the findings and recommendations of analysis in a clear and effective manner at all levels, including experience with visual reporting and dashboarding tools.
- Ability to take the lead, coach junior team members, work in a team and ensure successful on time delivery,
What we offer
- Competitive salary and a 13th month
- 25 annual leave days
- NS Business Card for commuting
- Profit share or bonus plan subject to the company annual results
- Ability to acquire certificates of shares in the company
- A solid pension plan
- An informal multi-cultural working environment with great colleagues
We are looking for an enthusiastic quantitative analyst/developer with excellent analytical and programming skills with a keen interest in quantitative finance and risk modelling.
Please email your CV and cover letter to firstname.lastname@example.org
We are looking forward to receiving your application.
Posting date: 13 May 2019
Location: The Hague, the Netherlands
Closing date: 14 June 2019