Specialist Historical Data Sourcing - Amsterdam

Solliciteer
  • Plaatsingsdatum: 16-10-2019
  • Vacaturenummer: 23277
At a glance

Do you enjoy a job with plenty of variety? Are you interested in both programming and stakeholder management? Are you keen to work in a dynamic and multidisciplinary team, and are you good at sharing your knowledge? If so, take a look at the job profile for Intermediate Historical Data Sourcing Specialist!

As a bank we’re constantly looking for ways to improve our risk management. We do this using financial models which can predict these risks, allowing us to manage them increasingly effectively. These models rely on accurate data supplied by ABN AMRO’s Risk Data & Analytics department. The Data Modelling team in this department is now looking for an Intermediate Historical Data Sourcing Specialist with a hands-on approach who can help the team collate and deliver reliable data.

The Data Modelling team is the section of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. The team is now being expanded to 25 staff divided across 3 sub teams. Each sub team is given its own priority risk area and Product Owner.

Your job

“Although the combination of technology and communication sometimes makes this job very demanding, the high level of cooperation we enjoy in the team means we always get through it”, Margreet Terpstra, Quantitative Analyst at Modelling Data.

As a member of the Data Modelling team, you will be working energetically on a daily basis to supply the various Risk Modelling departments with the data they need to compile risk models. Approximately half your duties will consist of technical aspects such as SAS/SQL programming, compiling analyses on source data (data quality!) and putting together datasets. The remaining 50% will be strongly communicative; you will frequently interact with modellers and representatives from the business and will be expected to verbally defend your findings to your stakeholders. You will also play an active role in the weekly team meetings where knowledge-sharing is key.

Your working environment

ABN AMRO Risk Data & Analytics (RD&A) is a growing international team of nearly 100 professionals. We are the bank’s expertise centre for the development of quantitative risk models. Our models support other components of the bank in their day-to-day decision-making, from pricing deals and issuing customer loans to setting and monitoring market risk limits and defining the bank’s capital requirements.

In this role, you will be working in one of the three Data Modelling teams, each of which has its own focus on a specific area of work. The teams largely consist of young motivated employees with international backgrounds, working in an open and informal atmosphere. Given the importance the regulatory authorities ascribe to modelling and the data underpinning it, this is a challenging role with a potentially heavy workload. In this context, you will take responsibility for various projects.

Your profile

An ability and willingness to work with others is crucial for the success of this role. You are naturally someone who takes initiatives, structures and organises work well and is keen to work with others to deliver visible results. You are highly practical, have an analytical approach and good communication and presentation skills. In the dynamic environment in which you operate, you have an unrivalled ability to get all stakeholders on board.

You also have the following qualifications and skills:

  • proven practical work experience and analytical ability at university level, with preferably a degree in econometrics, business administration, informatics or similar
  • at least 2 years’ experience in a comparable (data-related) function
  • extensive technical knowledge (reading and writing) of SAS Enterprise Guide or SQL
  • knowledge of the Python programming language would be an advantage
  • an ability to detail and challenge requirements
  • knowledge of risk management in financial institutions
What we offer
  • We will give you the freedom to get the best out of yourself, work flexibly and have plenty of room to grow
  • We will help you to stay fit and healthy
  • A job on pay scales 9 to 10, depending on your knowledge and experience
  • A supplementary benefit budget of 11% with which you can buy flexible fringe benefits
  • A personal development budget of € 1,000 a year
  • An annual public transport season ticket or travel budget, depending on the job level
  • A generous pension scheme
Interested?

If you are interested in this position, reply to this vacancy without delay. Contact Krista Luijten at krista.luijten@nl.abnamro.com for more information.

We look forward to meeting you.

Employment agencies are requested not to reply to this vacancy.