Modeling:

On the basis of the collected data the holder of the function develops statistical models allowing:

- to evaluate the various parameters representative of the risks of credit (PD, LGD, EAD), - or to support and facilitate the process appropriations (decision support models).

The collaborator will be in liaison with the representatives of the businesses lines in order to present the results and the analyses of the models.

Data acquisition:

The holder of the function collects the data necessary to the development of the statistical models in the various information systems of Bank (operational sources, DWH,…). It thus carries out the analysis of the requirements in the matter and carries out the data-processing treatments necessary in all autonomy by means of the various tools available (FRIEND, SAS,…).

To carry out this task effectively, the holder of the function must follow the evolutions in term of data in the various information systems from the Bank.

Data-processing aspects:

The holder of the function is responsible for the programming of his models in the system envisaged to this end (“Driving of decision”) and must follow the evolution of this data-processing architecture. It is also implied in the contacts and discussions with the data-processing departments responsible for this system.

The holder of the function must be carrying a diploma with mathematical orientation (bachelor in mathematics, laid off in statistics, civil engineer ,…) or of a diploma with economic guideline (sales engineer, laid off in economic sciences,…) with strong statistical /mathematical connotation.

These diplomas are necessary if the candidate does not have or only little experiment in a similar function has. They are desirable if the candidate has already a convincing experiment.

Profile:

It is desirable that the candidate has already experience in a similar function, either in term of modeling, or in term of data management or in term of evaluation of risk of credit.

A convincing experiment in a similar function of modeling is an advantage. If this experiment were acquired in the financial sector and more particularly in the evaluation of the risks of credit, this experiment becomes an asset of first order.

Good knowledge of English is required as well as Dutch or French.

Please email your CV to Andrew.notter@faradayclark.be to be considered for this position.