Interim Risk Modeller
Consultant Dave Duim
Datum 14 februari 2019 2019-02-142019-03-06 financial-services Amsterdam North Holland NL EUR 50 150 150 HOUR Robert Walters https://www.robertwalters.nl
Are you an experienced Risk Modeller with good quantitative skills? Do you want to work for an international financial services organsiation in Amsterdam? Then keep reading.
For the head office of a leading international financial services organisation in Amsterdam I am recruiting for an Interim Risk Modeller. Start: flexible. Term: at least 6 months.
Example of activities:
- Developing models in line with model standards and regulatory guidelines;
- Collecting, verifying and if needed cleaning data;
- Testing the quality of the developed models;
- Supervise entity application scorecard development;
- Execute model monitoring scripts;
- Present the outcome of the model monitoring in reports;
- Analyse the model performance and advise and model quality/accuracy;
- Extract data out of the data warehouse and analyze trends;
Qualification and competencies
- Quantitative academic education in a relevant field, like econometrics, statistics, mathematics or physics;
- Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus and/or machine learning;
- At least 2 years of work experience in quantitative analysis, preferably risk modelling;
- Experienced in statistical languages (e.g. SAS, R) or modern programming languages (e.g. Python);
- Experience with data analytics, (pre)processing, and data handling;
- Experience with machine learning/advanced analytics techniques is preferred;
- Able to effectively communicate about model developments and model impact;
Are you available and interested? Then apply as soon as possible!