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Audit - Compliance - Risk - Legal

Credit Risk Modeller

  • Amsterdam
  • Fulltime
  • Master
  • Analytical thinking
  • Detail oriented
  • Research capacity

Your job

You will be responsible for all IRB and IFRS credit risk models within the bank together with your 5 team members. Being a small bank your role is very diverse and it will give you the opportunity to leave your footprint in the bank. The diversity of the role will reach from modelling in R to discussions with DNB on significant changes. From running a dedicated server for monitoring to advising management on model governance. You will be discussing the impact of subtle statistical choices on the bank, but also the required education and knowledge levels within the team.

This vacancy is targeted at credit risk modelers who have build at least one model and currently feel a small cog in a big machine. Within our bank you will be part of a small dynamic team with broad responsibilities, your actions will have a direct impact. You will report to the Manager Credit Risk & Quantitative Modelling, who in turn reports to the Director Risk Management, who in turn reports to the CFO. There is a constructive, can do, mentality dedicated to improving our bank and solving problems.

Your experience

You have made at least one PD, LGD or EaD model for IRB or IFRS. You have experienced the ups and downs of such a process and aspire to master the skill in its entirety. If you consider it a skill to invest in, we are the company that can assist you in that development.

You are comfortable in your current position, but you are noticing that you are no longer challenged enough. You could say you are too comfortable. This vacancy will give you the opportunity to be part of a great company with a great culture. An opportunity to rediscover your abilities and find broader responsibilities.

Your profile

You are or have:

  • a quantitative master’s degree, such as: Econometrics, Math, Physics;
  • 3 or more years of experience IRB credit risk modelling;
  • strong programming skills and coding discipline (we program in R);
  • fluent in English (the Team is international);
  • an independent worker and thinker;
  • a good team player.

Our company

Van Lanschot Kempen is specialized in the future. Since 1737. Today, about 300 years later, our story - about the oldest independent financial institution in the Netherlands - continues. We are proud of our history and are excited for the future with labels such as Kempen (Merchant Bank & Asset Manager), Van Lanschot (Private Banking), and Evi (online investing). We do this with about 1,700 colleagues, divided over the 3 labels and the holding company. We have been working with great dedication and financial craftsmanship on our customers' progress for almost 3 centuries.

To work in a sustainable and future-oriented way, inclusion and diversity are essential. A highly inclusive and diverse workforce helps to drive business performance and innovation, workforce agility, and resilience, as well as positive social and environmental impact. It is our ambition for the inflow of each department to be more diverse than the outflow. For example, if an employee leaves or more headcount becomes available, we aim to increase diversity by hiring someone who brings something new to the team. Whether that’s gender, age, nationality, background, or anything else.

In addition, our purpose is to create sustainable value for all our stakeholders in a way that contributes to sustainable solutions to the most pressing global challenges. We believe that preserving and growing wealth in a sustainable way is a people's job.

We offer

Turning talent into value. That’s what we do. The fact is, if you add value, you can obviously expect the same from us in return. Our employees are our most important asset, so they have countless opportunities to grow, both as individuals and in their professional fields. We offer you:

  • A salary that matches your knowledge and experience;
  • A flexible budget (consisting of holiday pay, a 13th month, and 7 leave days in excess of the statutory entitlement) that you can use to tailor your working conditions to your wishes. This could include extra leave, a gym membership, or a new bike: it's all possible;
  • Do you want to exchange Good Friday, Easter Monday, Ascension Day, and Whit Monday for another religious holiday? That is also possible!
  • A training costs scheme for personal and professional training opportunities.


Are you ready to join us and make a difference? Do you want to acquire skills and experience at our leading firm? And are you committed to growing alongside us and our clients? If you can answer a resounding yes to all three questions, we’d love to meet you.

Do you have questions or do you want to have more information? Please contact Marc Bosman m.bosman@vanlanschotkempen.com or 06-46005408.

Unlock your full potential

Why are we requesting this information? Because we think it is increasingly important to ensure that we employ a diverse workforce that is reflective of society, and in order to track the effectiveness of our recruiting efforts we would like to gather insights into the gender of applicants we attract to apply for roles at Van Lanschot Kempen.
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