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.
Read all the information about this opportunity carefully, then use the application button below to send your CV and application.
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. xphnsxz
* 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