Senior Credit Risk Quant Advisor – Managing Consultant Level
Location : Netherlands (Hybrid / Possible)
We are seeking driven and experienced Senior Advisors to join our growing Credit Risk Quantification team. Your expertise may include IRB credit modelling , model validation , economic capital , stress testing , credit pricing , and related areas.
Key Responsibilities
As a Managing Consultant , you will play a key role in expanding our Banking Risk Advisory practice in the Netherlands. You will :
- Lead complex client projects focused on credit risk model development and / or validation.
- Provide expert guidance on regulatory topics including IRB modelling , TRIM remediation , economic capital , stress testing models , and broader risk management frameworks .
- Stay abreast of regulatory developments (e.g. CRR, CRD, IRB, IFRS 9) and advise clients on their implications.
- Act as a trusted advisor to clients and help maintain and grow strong client relationships.
You may also be involved in :
Supporting projects in adjacent areas like machine learning , AI , and data analytics .Contributing to business development initiatives and preparing client proposals.Your Profile
Must-Have Qualifications :
Master’s degree in econometrics , physics , mathematics , applied economics , or similar quantitative fields.A minimum of 7–8 years’ experience in the banking or financial services sector.Solid knowledge of risk management frameworks including economic capital , risk appetite , and stress testing .Practical experience in credit model development or validation (PD, LGD, EAD / CCF).Familiarity with ICAAP / ILAAP processes and modelling of Pillar II risks (e.g. liquidity, operational, strategic risks).Strong understanding of relevant regulatory frameworks.Proficiency in tools such as SAS , Python , or R .Ability to operate independently in a results-driven environment.Excellent written and verbal communication skills in English (Dutch is a plus).Nice-to-Have :
Professional certifications such as FRM or PRM .What We Offer
Join a diverse and dynamic team of passionate professionals with a range of technical and analytical expertise.Enjoy a flat, flexible structure that encourages initiative and ownership.Shape your career with personalized training programs (both technical and soft skills).Receive hands-on mentorship from senior colleagues.Benefit from flexible working arrangements , including remote / hybrid work and part-time options .Attractive compensation package including health and pension benefits , sustainable mobility support , and more.Opportunities to travel across Europe for projects and client engagements.