Interim Quantitative Analyst
Consultant Dave Duim
Datum 26 september 20192019-09-27 2019-10-26 banking Amsterdam North Holland NL EUR 50 100 100 HOUR Robert Walters https://www.robertwalters.nl https://www.robertwalters.nl/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
Do you have a quantitative background and experience with the development of Market Risk / ALM Models? Do you have at least 3 years of working experience within the Financial Services industry? Then keep reading.
Location: The Netherlands. Duration: 3 - 6 months.
Activities of an Interim Quantitative Analyst:
- Gather requirements for different Market Risk / ALM models, e.g. Liquidity, Non-Maturing Deposits, Prepayment, Pricing of Mortgages and Derivatives, Funds Transfer Pricing, etc.;
- Responsible for data gathering and data cleaning;
- Decide on the appropriate modelling techniques;
- Develop, implement, evaluate and improve the Market Risk / ALM models in the relevant programming languages, e.g. MATLAB, SAS, R, Python, C#, C++, etc.;
- (back) Testing the quality of the developed models;
- Present the outcome of the model monitoring in reports;
- Support the valuation of the models.
Requirements of an Interim Quantitative Analyst:
- Quantitative education in an area such as mathematics, econometrics, actuarial studies, or physics;
- Experienced in programming languages, e.g. MATLAB, SAS, R, Python, C#, C++, etc.;
- At least 3 years of work experience within the financial services industry, e.g. Bank, Consultancy;
- Experience with data analytics, (pre)processing, and data handling;
- English (fluent, verbally and written);
- Able to communicate with different departments and stakeholders;
- Willing to work as a contractor in the Netherlands.
Are you interested? Then apply as soon as possible or send your resume to email@example.com!