Senior Quantitative Risk Analyst - Amsterdam

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  • Posting Date: 21-06-2019
  • Vacancy number: 22065
At a glance

We are looking for skilled quantitative risk analysts who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.

We need you!

ABN AMRO is a leading Dutch bank, with an international presence across Europe, Asia Pacific, and the Americas. We are looking for skilled quantitative risk analysts who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.

Your job

As a Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. Your main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.

In your day-to-day job you will work in multidisciplinary project teams. You closely work together with the business lines in order to ensure that the models properly reflect the business and processes. You will decide on the best quantitative methods and techniques to unlock the intelligence contained within the data. You are aware of new and existing regulatory requirements and ensure that these are properly reflected in the models. As a senior analyst you take the responsibility of the model development process and are actively involved in stakeholder management of both internal and external parties including the DNB and ECB.

Overall you apply your quantitative skills and experience on various data sets and business challenges, and make a positive impact for the bank and its customers. You will contribute significantly to the success of your team, which includes both junior analysts and medior risk analysts. As a senior you take a leading role in the coaching and development of your team members.

About us

ABN AMRO Risk Modelling is a growing, international team of more than 90 professionals. We are the centre of excellence within the bank for developing quantitative risk models, which inform the bank in its daily decisions, from pricing of deals and granting of customer credits, through to setting and monitoring of market risk limits and determining the capital requirements for the bank.

About you
  • at least 3 years of work experience in quantitative analysis, preferably within risk modelling in banking and finance
  • qantitative academic education (Master’s Degree or PhD) in a relevant field, like econometrics, mathematics, actuarial studies or physics
  • good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning
  • you have skills in software packages for statistical and data analysis, such as Python, SAS, R, and MATLAB
  • able to effectively communicate (in written and spoken English) about your analysis and results
  • able to work independently and under pressure
  • pro-active attitude
  • you work well within a team, and can take the lead on elements of work, guiding junior team members and enabling successful delivery
Our offer
  • an informal multicultural working environment with great colleagues
  • challenging work on complex and advanced quantitative problems
  • an attractive payment package
  • flexible working hours
  • a wide range of training opportunities
  • career development and the possibility to gain experience in all areas of risk modelling, in other business areas of the bank, or in one of our international locations
Interested?

Please submit your application online.

We are looking forward to hear from you!

Indication of Application Process

Step 1: Application

Fill out the information on the application form and upload your motivation letter and resume

Step 2: First interview

You will receive a confirmation of your application by e-mail. Within two weeks you will hear if you are invited for an interview

Step 3: Online assessment

You make an online cognitive test or an online assessment

Step 4: Second interview

You are invited for a second interview

Step 5: Job offer

You receive your job offer, once you have accepted it is time to start!

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