Senior Credit Risk Analyst – IFRS 9 / ECL Modeling (SAS Expert) - Freelance
Job description
Job Description
Senior Credit Risk Analyst – IFRS 9 / SAS (Freelance Mission)
Our client, a leading captive auto finance company based in the Brussels periphery (Kortenberg area), is looking for a Senior Credit Risk Analyst to strengthen its IFRS 9 credit risk team for a 4\-month full\-time mission.
Mission overview
- Duration: ASAP – 31/08/2026 (4 months, full\-time)
- Location: Kortenberg (Brussels periphery)
- Remote: No remote option – fully on\-site
- Contract: Freelance
As a Senior Risk Analyst, you will play a key role in driving the IFRS 9 credit risk framework, ensuring accurate ECL calculations, robust model performance, and high\-quality regulatory reporting.
Key Responsibilities
- Calculate and monitor Expected Credit Losses (ECL) across portfolios (loss allowances, cost of risk, etc.)
- Manage IFRS 9 staging: DPD monitoring and stage migration analysis
- Develop, monitor and validate risk parameters (PD, LGD, EAD), including model development, calibration, backtesting and periodic validation
- Monitor and validate scorecards
- Prepare and validate IFRS 9 data: ensure data quality, perform data checks, and organise data delivery to reporting tools
- Analyse and explain provisioning movements (volume, portfolio mix, parameter changes, stage migrations, write\-offs, recoveries)
- Prepare internal and external regulatory reporting
- Ensure governance and coordination with Controlling and Accounting; manage methodological changes and obtain required approvals
- Maintain IFRS 9 documentation and ensure regulatory compliance
- Coordinate cross\-functionally with Collections, Litigation and other relevant departments to identify root causes of credit risk developments
- Contribute to and oversee risk and compliance initiatives within the organisation
- 4 to 7\+ years of experience as a Credit Risk Analyst or Quantitative Risk Analyst in banking, leasing or captive finance
- Expert\-level knowledge of IFRS 9 – Financial Instruments (ECL, staging, PD/LGD/EAD modelling)
- Expert\-level proficiency in SAS (model development, backtesting, data processing)
- Strong analytical mindset with the ability to communicate complex risk drivers to senior management
- Proven experience in provisioning movement analysis and regulatory reporting
- Fluent English (full professional proficiency) – mandatory
- Dutch OR French at professional working proficiency level – strongly valued
- Experience in auto finance, leasing or consumer finance
- Proficiency in SQL and/or Python for data manipulation
- Academic background in econometrics, statistics, mathematics, actuarial sciences or quantitative finance
- Exposure to model validation frameworks and regulatory audits (ECB / NBB)
Requirements
1\) 5\+ years as a Credit Risk Analyst in banking, leasing or captive auto finance \| 2\) Expert in IFRS 9 (ECL, PD/LGD/EAD modelling, staging, backtesting) \| 3\) Expert in SAS programming – non\-negotiable \| 4\) Fluent English \+ working proficiency in Dutch or French \| 5\) Available full\-time on\-site in Kortenberg ASAP until 31/08/2026
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