Risk Analyst

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.