Market Risk Modeller
Consultant Ton van der Kooi
Datum 25 juni 20192019-06-25 2019-08-24 banking Amsterdam North Holland NL EUR 80000 110000 110000 YEAR Robert Walters https://www.robertwalters.nl https://www.robertwalters.nl/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
Would you like to use your quantitative skills in a business environment? Are you interested in how to invest billions of valuable savings money of our clients across the globe? Do you want to crack your brain on client behaviour forecasting models? Then keep reading.
For a leading, international and innovative bank I am searching for a Market Risk Modeller.
The ALM Model Development team consists of highly qualified professionals with various quantitative backgrounds, ready to help you kickstart your career as a modelling professional. We combine data science with financial mathematics to develop models for client behavior forecasting, hedge optimisation and risk measurement. The models cover both retail and wholesale products like mortgages, savings and term loans.
You will play a crucial role in the development of methodologies for the measurement and management of market risks in the banking books. Already in the first year, you will be introduced to the wide variety of topics we work on. You will visit colleagues abroad to present your results and assist with local quantitative challenges. At our department you get the opportunity to improve your coding skills and get training in state-of-the-art topics like machine learning.
All in all, you will be equipped to:
- Develop and implement ALM models
- Advise management about modelling topics
- Present complex matter to a wide audience
- A market conform salary (depending on relevant knowledge and experience).
- A 40h (or 36h) working week.
- A 13th month.
- A public transport ticket for the Netherlands
- Possibilities for training
Are you interested in the role of Market Risk Modeller? Then apply as soon as possible.