We are looking for an IFRS 9 Credit Risk Modeler to support a financial services / automotive finance environment in strengthening its credit risk management framework.
Work setup: Hybrid - Leuven, Belgium. On-site at client premises initially; around 50% home working possible after the first month.
Responsibilities:
* Calculate and monitor Expected Credit Losses across multiple credit portfolios.
* Manage IFRS 9 staging, including DPD monitoring and stage migration analysis.
* Develop, calibrate, monitor, and validate credit risk parameters, including PD, LGD, and EAD.
* Perform econometric and statistical modelling, including backtesting and model performance analysis.
* Analyze provisioning movements and explain key drivers to management.
* Assess portfolio evolution and identify actionable credit risk insights.
* Maintain comprehensive IFRS 9 documentation and support regulatory compliance requirements.
* Coordinate with risk, finance, compliance, and other cross-functional stakeholders.
Must-have requirements:
* Strong experience with IFRS 9 and Expected Credit Loss frameworks.
* Proven expertise in credit risk modelling, including PD, LGD, and EAD.
* Solid background in econometrics and statistical modelling.
* Hands-on experience with SAS.
* Good understanding of financial services regulatory requirements, including NBB, ECB, and FSMA.
* Experience in financial services, ideally leasing or automotive finance.
* Fluent English and Dutch, spoken and written.
If you’re interested, apply directly or send your CV with your daily rate and availability for a call to j.sierra@asenium.com.