Your role
We are looking for a Senior Credit Risk Analyst (Forecasting & Stress Testing) to join the Risk Management & Controlling (RMC) function, within the Credit Risk Analytics team.
The team supports the bank’s credit risk decision‑making through portfolio analytics, credit risk forecasting and stress testing. In this role, you will have end‑to‑end ownership of the retail credit risk stress‑testing framework, covering methodology, governance and execution. You will ensure alignment between stress testing, planning, Risk Appetite and the Recovery Plan, while strengthening the bank’s ECB supervisory readiness.
Which team will you be joining?
You will join the Credit Risk Analytics team within Risk Management & Controlling, a specialised group responsible for forward‑looking credit risk analysis across the Netherlands and Germany. The team consists of around 14 quantitative and regulatory specialists covering stress testing, forecasting, portfolio analytics and Risk Appetite support.
The team works closely with Finance, Treasury, Regulatory Reporting and the business, translating complex analytics into clear, actionable insights for senior management and committees. The environment is hands‑on, collaborative and impact‑driven, with clear ownership of end‑to‑end processes and strong visibility at local and Group level.
A day in the life of a Senior Credit Risk Analyst (Forecasting & Stress Testing)
Morning
Review portfolio performance, forecast movements and stress‑testing outputs; identify trends and emerging risks.
Mid‑morning
Execute forecasting and stress‑testing cycles for retail portfolios, including overlays and expert judgement.
Late morning
Align with Finance, Product, Regulatory Reporting and other Risk teams on assumptions, impacts and management actions.
Afternoon
- Maintain and enhance stress‑testing governance, policies and regulatory documentation.
- Provide 2nd Line of Defence (2LoD) challenge to business and finance forecasts.
- Prepare materials for senior management and committees, translating technical results into clear messages and recommendations.
End of day
Progress audit and regulatory requests, document decisions and plan upcoming stress‑testing and planning milestones.
Your responsibilities
Credit Risk Forecasting, Planning & Stress Testing
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Own the retail credit risk stress‑testing framework end‑to‑end, including methodology, governance and documentation.
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Execute internal and regulatory stress testing for retail portfolios, including expert judgement and overlays.
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Lead credit risk inputs into planning cycles in close collaboration with Finance.
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Ensure consistency between stress testing, planning, Risk Appetite and Recovery Planning, with clear traceability of assumptions and actions.
Regulatory Alignment & ECB Readiness
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Support the bank’s ECB readiness programme, developing an ECB‑aligned stress‑testing approach for retail portfolios.
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Monitor regulatory developments (CRR/CRD, EBA stress‑testing guidelines) and translate them into practical framework enhancements.
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Support internal and external audits, ensuring high‑quality and timely delivery.
Risk Reporting & Framework Ownership
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Develop and maintain stress‑testing policies, procedures and internal controls.
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Deliver high‑quality forecasting and stress‑testing materials for local and Group‑level committees.
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Ensure robust control cycles, early issue detection and effective remediation.
Stakeholder Management & Leadership
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Build strong relationships with Finance, Treasury, Product, Underwriting, Regulatory Reporting and Risk teams across NL and DE.
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Provide senior‑level analysis, challenge and recommendations to stakeholders up to Senior Manager level.
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Coach and support junior and medior colleagues within the function.
Key capabilities, knowledge & experience
Experience and Skills
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Fluent in English; Dutch and/or German is an advantage.
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Proven experience in credit risk management within an EU‑regulated banking environment.
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Hands‑on experience with credit risk stress testing, forecasting and planning for retail portfolios.
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Strong understanding of regulatory frameworks (CRR/CRD, EBA stress‑testing expectations).
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Solid technical skills in SAS, SQL, Python or similar tools, including data validation and model usage.
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Experience producing materials for senior management, committees, auditors and regulators.
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Strong analytical, communication and stakeholder‑management skills, with clear ownership and delivery focus.
Qualifications
Master’s degree in a quantitative discipline (e.g. Economics, Econometrics, Mathematics, Statistics, Engineering).
Strong quantitative and analytical specialisation; commitment to continuous professional development.
Professional certifications such as FRM, CFA, CCRM or CRC are highly desirable.
Some highlights of our benefits for you!
- 13th-month salary, either paid monthly or once a year in December.
- 30 days PTO (or 240 hours) per year (based on full-time employment).
- Non-contributory pension scheme.
- Flexible working; you can schedule your work hours to meet your personal needs.
Your recruitment process
Apply
Apply to our vacancies by sending your CV and motivation letter to stanley.waccary@lloydsbank.nl, or use the application form on our website. After receiving your application, we'll review it and share a reply as soon as possible.
Introductory call via Teams
After you have submitted your application, our recruiter Stanley Waccary will reach out to you to plan a short introductory chat via Teams.
The first interview
Your first chat with us will take place either online or at our Amsterdam office. The goal of this chat is get to know each other, and see if there's a match with the team, the organisation and the open position.
The second interview
We're excited to have you meet additional collagues. The chat will take place either online or at our Amsterdam office, during which we'll dive deeper into the requirements of the position and the team you'll be joining.
The offer
Congratulations! We're happy to have you as our newest addition to the team. Do you feel the same way? Then you'll receive our offer by email. For most roles, a screening is part of the process. This will take place after accepting the offer.
About Lloyds Bank
Lloyds Bank GmbH is part of Lloyds Banking Group, a financial institution with a large clientele in the UK and other parts of the world. Together with our office in Berlin, we form Lloyds Bank GmbH with its headquarters in Amsterdam and we have over 500 colleagues.
We aim to lead by example in the bold decisions we make as a business, from where and how we invest, to the products and services we offer, and of course the workplace we create. We will search for new ways to work with people, communities and businesses, to always evolve with their needs. And we will never stop innovating to make sustainable, ethical choices easy and rewarding.
At Lloyds Bank GmbH we play an important part in peoples’ lives, by the products we offer, and also how we operate. We finance your mortgage, keep your savings secure and also provide you with a personal loan if you need this. In Amsterdam we do this with an enthusiastic team of approximately 200 colleagues from different nationalities, and with an engagement score of 93%, colleagues find us a real ‘Great Place to Work’!
With our grand ambitions, we are looking for new colleagues who will bring fresh ideas to help us grow!
Are you ready to join our journey?
Have we made you curious, and are you ready to join the team? Please introduce yourself to us in the best way possible and send your application to: stanley.waccary@lloydsbank.nl. A screening is part of the process.
We hope to meet you soon!
Acquisition to this vacancy is not appreciated.