We are a specialist in temporary assignments. Our clients are wellknown banks, government, energy, construction and other companies
For our an international bank in Amsterdam we are looking for 6 Medior Data Support Analyst
Assignment: Medior Data Support Analyst (6 FTE)
Location: Amsterdam
Startdate 01-09-2025
Enddate: 01-04-2026 with possible extension
Working hours a week : 40 hours
Deadline to apply : 508-2025 at 13.00 cet
ONLY APPLY IF YOU ARE LIVING IN THE NETHERLANDS (ONSITE), HAVE A VALID WORKING PERMIT FOR EU AND DO NOT NEED A SPONSORSHIP.
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ZZP Allowed: No
Job Description
Create your own future
Within the Quantitative Modelling department we are responsible for, among other things, developing Credit Risk models. One of these models tries to estimate the Loss conditional on a Default Event (‘Loss Given Default’). In order to calculate this estimate knowledge about defaults, cashflows and realized losses are essential. As a Data Analyst , you will be responsible, together with a team of colleagues, for specifically this; studying defaults, collecting data regarding defaults/cashflows and assist with (re-)developing and calculating realised losses used in the aforementioned model. This is a separate project in the bank, called Hestia.
The current planning allows for Hestia to take place during 2025/early 2026, and thus this role will be, at first, a temporary one. However, VLK invests in any kind of talent that is part of our overarching department so if you, and we, like the work relation there is always a possibility for extension and/or other roles to discover for you.Within the department we have short lines of communication, and a flat hierarchy which means that ideas can be discussed, formalized and implemented quickly, and even be requested to be presented to the Executive Board . This position gives you the opportunity to be part of a great company with an entrepreneurial culture where we highly value personality and respect.
Your responsibilities include:
• learning about the context of mortgages within the Credit Risk world;
• Collecting, analyzing and validating data that serves as input for the credit risk models, in particular information regarding cashflows such as the source, timing and allocation.
• Study defaults in detail, focussing on the numerical, but also, the contextual aspect of the characteristics in said defaults and their impact on modelling
• Collaborate with colleagues in order to improve data sets, data quality, realized loss calculations and applications to the model
• improving processes and contributing to our internal code library
Your talents
Result-driven, proactive and resourceful, that's how we can best describe you as a Data Analyst within the Hestia project. Being able to produce your own work independently at times and being able to offer help when needed and be able to communicate your results/findings to relevant stakeholders and team members is essential.
Talents that you use to improve the bank in a constantly changing world. By thinking further and asking questions. In addition, you have:
• HBO/WO degree, preferably data- and/or finance-related;
• Demonstratable experience with financial products, preferably Credit Risk and then optimally mortgage products
• Affinity with data and experience in working with raw data, big data sets and the process surrounding validation data as input for modelling
• good knowledge of the Dutch language, both oral and written (the files are written in dutch);
• strong communication skills.
Move ahead at Van Lanschot Kempen
Investing in a more future-oriented, sustainable, and data-driven way with various clients. Both nationally and internationally. With nearly 300 years of experience, we make this ambition a reality at Van Lanschot Kempen. We do this with some 1,800 colleagues in various fields of expertise.
Together with other Data Analysts and modellers, you are part of the Quantitative Modelling team which falls under the Financial Risk Management department. The team develops and maintains two important modelling landscapes, IFRS-9 and A-IRB. These are the landscapes for our expected credit losses and our unexpected credit losses. In addition, the team develops and maintains various other models, such as capital stress tests, ESG stress tests and concentration risk models.
An organisation's degree of innovation and agility also depends on the diversity of its workforce. Our differences make us stronger together. We promote an inclusive work environment where all colleagues feel at home. With us, you can be yourself. And we are proud of that.
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