Quantitative Risk Modeller (NL/ENG)

As a Quantitative Risk Modeller , you help KBC measure how credit risk evolves under adverse macroeconomic scenarios. You develop and improve group-wide stress testing models and help turn their results into reliable insights for risk management and decision-making. Your role covers the full modelling cycle : from quantitative analysis and model development to implementation in KBC’s risk infrastructure and the interpretation of results with risk experts and other stakeholders.

The Risk Modelling team supports KBC Group and works across borders. You collaborate with colleagues and risk experts in several of KBC’s core markets, including Belgium, the Czech Republic, Slovakia, Hungary and Bulgaria. Working and communicating effectively in an international context is therefore an important part of your role.

Your initial focus is Credit Risk Stress Testing. Over time, there may also be opportunities to broaden your expertise towards other risk domains, such as market risk, insurance risk or climate-related risks.