Quantitative risk analyst (Amsterdam/Utrecht)

Lokalita

Amsterdam/Utrecht

Typ nabídky

Platnost

SKONČENO

Obory
informatika matematika
Zaměstnavatel

Popis pozice

Are you skilled in mathematical modelling and passionate about analytical work? Do you want to be responsible for the development and improvement of financial risk models? Is working with other modellers in a professional team something you enjoy?

Your job
You are part of the Risk Modelling team of one of our clients. Modelling is responsible for risk models that are used on a daily basis. The quality of these models has a big impact on amongst others the bank’s profit and loss. The modelling team consists of small, flexible self-organizing groups. These groups follow the scrum principles to the largest extent possible, mainly reflected in short cycles of activities. The flexible structure enables to switch between groups and work on different risk model types.

As a Quantitative Risk Analyst, you can work in one or more domains of attention. These domains are:
• interest rate risk & liquidity risk
• credit risk
• stress testing, IFRS 9 and economic capital
• market risk and counterparty credit risk

You are experienced when it comes to quantitative risk modelling. Also, you collaborate intensively with your stakeholders.

Požadavky

Do you think you are a good fit? Your profile:
• Quantitative academic education (MSc, preferably with a PhD) in a relevant field, like
econometrics, mathematics or physics;
• Knowledge of one or more risk model areas
• Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or
machine learning;
• Able to effectively communicate about model developments and model impact;
• Strong analytic skills;
• Experienced in modern programming languages (e.g. Matlab, Python) or statistical languages
(e.g. SAS, R);
• Affinity with data analytics, (pre)processing, and data handling
• Experience with machine learning/advanced analytics techniques is an advantage.
• Able to work under high pressure;
• Excellent team player;
• Advanced interpersonal and communicative skills;
• Well versed in English, both written and spoken;
• Willingness to learn Dutch.

Zaměstnanecké výhody

Access to the Dutch financial markets
• Opportunity to gain experience during various projects at different financial institutions
• Live and work in one of the main European financial centres
• 1-year employment contract under Dutch law (can be extended)
• Salary conform Dutch standards
• Support for arranging practicalities (accommodation, insurances, town hall registration)
• Career coaching

Adresa



Like Tweet Share
Nabídka vložena 24. 10. 2018 a vyprší 31. 12. 2018

Získejte praktického průvodce zdarma

ZAREGISTRUJTE SE

Podobné nabídky ve vědě

Content Creation Internship (London, England)

London, England

Platnost do neuvedeno

Quantitative risk analyst (Amsterdam/Utrecht)

Amsterdam/Utrecht

Platnost do neuvedeno

Marketing & Sales Internship

Sint-Stevens-Woluwe (Brussels Area), Belgium

Platnost do neuvedeno

Quantitative risk analyst (Amsterdam/Utrecht)

Amsterdam/Utrecht

Platnost do neuvedeno

Ozvěte se a ptejte se nás


Odesláním souhlasím se zpracováním mých osobních údajů společností Medicomp s.r.o. v souladu s Nařízením EU o ochraně osobních údajů.

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

TOPlist