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Quantitative Risk Analyst (Modelling Department)

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Posting Date: 14-Jan-2022

Location: Amsterdam, Noord-Holland, NL

Company: ABN AMRO International Services B.V.

At a glance

We need skilled Medior Quantitative Risk Analyst who have a solid quantitative background, good knowledge of capital regulation and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.

 

What do you see when you envision the next step? Work on achieving your goals and develop yourself professionally and personally. Tell us your story. We want to hear it!
 

Your job

As a medior quantitative risk analyst, you will play a key role in ensuring that the bank makes informed, data driven decisions and that complies with existing and new regulations. Your main activities will consists in the development and maintenance of credit risk models across several portfolios within the bank. These models are mainly used for regulatory capital calculation, but they are also used across other phases of the credit lifecycle.

As a medior analyst you will take responsibility over parts of the model developments and you will decide on the best quantitative methods and techniques in order to build a high performance model compliant with regulation. You will collaborate with several stakeholders across the organization for the purpose of model development or maintenance, but also you will coach junior team members in the day-to-day activities and support senior analysts in the development/maintenance of model frameworks as well as in understanding the impacts on models stemming from new and existing regulation.

Here, you can apply your quantitative skills and experience on various datasets and business challenges, and make a positive impact for the bank and its customers.

Your profile

•    Are you thoroughly knowledgeable in credit risk or other financial risk modelling?
•    Do you have a strong quantitative education in an area such as mathematics, statistics/econometrics, actuarial studies or physics? (Master’s degree or PhD)
•    Are you familiar with Basel/European regulation for capital/provision and affinity to achieve compliancy to them?
•    Are you experienced in programming languages suited for doing statistical and data analysis, such as Python, SAS or R?
•    Do you have at least 3 years of work experience in quantitative analysis, preferably within risk modelling in banking and finance?
•    And! Do you want to further develop your skills in quantitative risk modelling? Can you apply your skills to derive meaningful, robust, data driven models to guide business decisions? Do you work well within a team? Are you good team player for the successful delivery of projects?

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 informal multi-cultural working environment with great colleagues
•    Challenging work on complex and advanced quantitative problems
•    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?

We have an ongoing recruitment process for highly skilled people who can reinforce our team. We are happy to receive 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 in learning more about you; what drives you, what do you consider as your qualities and areas of development.