Senior Quantitative Risk Analyst
Salaris €75,000 - €85,000 per yearFULL_TIME
Consultant Tess Lean
Datum 17 oktober 2018 2018-10-172018-12-14 banking Zuidplein 28 1077 XV Amsterdam
Are you an ambitious and results-driven Risk Professional with a passion for mathematical modelling and analytical work? Do you have a quantitative academic background and at least 6 years of experience working in quantitative analysis/risk modelling? If so, keep reading.
My client, one of the most prominent, leading Dutch Banks in the Netherlands, is looking to hire an ambitious and talented Senior Quantitative Risk Analyst to join their Risk Modelling department in Amsterdam, which consists of roughly 80 highly skilled professionals organised into small, flexible, multi-skilled groups.
Principal Senior Quantitative Risk Analyst accountabilities will include:
- Contribute to the creation of a new generation of risk management models and tools;
- Switching between groups in order to work on different projects (machine learning, continuous calibration, automated monitoring, and continuous improvement) and risk model types;
- Being an expert in your team in relation to quantitative risk modelling, and coaching junior modellers to assist in the development of their expertise in the field;
- Collaborating intensively with your stakeholders.
You will have:
- Quantitative academic education (MSc, preferably with a PhD) in a relevant field, like econometrics, mathematics or physics;
- At least 6 years of work experience in quantitative analysis of which at least 3 years in risk modelling;
- Thorough knowledge of one or more risk model areas;
- Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning;
- Able to generate new ideas and to effectively communicate these ideas;
- Highly experienced in modern programming languages (e.g. Matlab, Python) and statistical languages (e.g. SAS, R);
- Affinity with data analytics, (pre)processing, and data handling;
- Well versed in English, both written and spoken.
This is an excellent opportunity for a highly skilled Senior Quantitative Risk Analyst to work within the Head Offices of a leading international bank. The experience to be gained from involvement in such an organization should not be over looked.
If you are interested in this exciting opportunity click to apply