Senior Quantitative Risk Analyst (Economic Capital) - Amsterdam

Solliciteer
  • Plaatsingsdatum: 13-03-2019
  • Vacaturenummer: 21057

At a glance

ABN AMRO Risk modelling is searching for Senior Quantitative Risk Analysts (Economic Capital) that make the difference by designing models and innovative sophisticated solutions for Economic Capital in a team of accomplished professionals. Are you interested in further developing your expertise in applying new techniques in state of the art models? What is your next step?
Pursue your objectives and continue to grow professionally as well as personally. Tell us your story. We want to hear it!

Your job

As a Senior Quantitative Risk Analyst (Economic Capital) you make the difference by designing models and innovative sophisticated solutions in a team of accomplished professionals. You deepen your expertise in applying new techniques in state of the art models. Your work with the model owners and the business to understand their needs and decide on the appropriate modelling techniques, develop, implement, evaluate and improve the models and provide training to the model users. You are expected to contribute significantly to the success of your team, including the technical and non-technical coaching of the less experience members, and to innovations within modelling.

Your working environment

ABN AMRO Risk Modelling is a diverse international team of more than 90 professionals. We are responsible for the development of quantitative risk models that inform the bank in its daily decisions, from the pricing of deals and granting of customer credits to setting and monitoring risk limits and determining the capital requirements. At Risk Modelling, we believe we are a vanguard for innovation and pay ample attention to recent developments in advanced analytics and machine learning in the belief that these techniques may improve the effectiveness and efficiency of risk management and our understanding of our clients and products. We maintain an open atmosphere, with intellectually stimulating discussions on whiteboards, wherein mutual feedback supports our continuous personal growth.

Your profile

We are looking for pro-active quantitative modellers who are excellent team players and able to work independently and under pressure. Do you think you fit this profile? Check the required qualifications:
• an MSc or preferably a PhD in the field of econometrics, mathematics or physics
• broad experience in financial institutions in one or more of the modelling areas: markets, counterparty risk, ALM and Economic Capital modelling.
• given the international diversity of the team, fluency in written and spoken English is a must.
• at least 4 year (medior) to 8+ years (senior) of work experience in financial institutions in one or more of the modelling areas: Markets, ALM, or Economic Capital.
• familiar with techniques like high performance Monte-Carlo simulation techniques, stochastic calculus, Kalman filtering, pricing and machine learning,
• ample programming knowledge and experience with scientific computing in Python (numpy, scipy, scikit-learn); experience with Matlab, R, C++ and cloud computing is an advantange,
 

What we offer

We are offering

  • The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally
  • The opportunity to pro-actively work on your vitality and fitness
  • A supplementary benefit budget of 11%, which you can spend on additional fringe benefits
  • A personal development budget of EUR 1.000 per year
  • An annual public transportation pass or travel budget, depending on the function
  • A solid pension plan
  • An intellectually stimulating working environment
  • Challenging work on complex and advanced quantitative problems
  • A wide range of training opportunities, development and the possibility to gain experience in all areas of risk modelling
     

Interested?

We are ongoing recruiting highly skilled people who can reinforce our team. We are happy receiving your application if you think you meet the recruitment criteria.
The interview process consists of multiple interviews in which we focus on your experience, skills and knowledge. Besides that we are also interested to learn more about you; what thrives you, what do you consider as your qualities and area(s) of development.
Please get in touch with Peter den Iseger (peter.den.iseger@nl.abnamro.com, Team Lead) in case you like to learn more about the position and get in touch with Maike Daub (maike.daub@nl.abnamro.com, Recruiter) if you like to learn more about the interview process.
 
Please only apply to one vacancy; the position that fits best with your experience, skills and knowledge.
 

Please apply in Talent2Grow. First open the link, then click on the 'apply' button. Next step is to upload your resume and cover letter.Note: you can only approach Talent2Grow using a secure VPN connection via your ABN AMRO laptop. Did you hand over your laptop? Please send your application to werkenbij@nl.abnamro.com.