Senior Quantitative Risk Analyst Amsterdam

As a senior quantitative risk analyst, you will be responsible for delivering important project goals, coaching junior colleagues and continuously improving our models. You will work in close collaboration with their stakeholders to maximize the impact of their models. As a senior quantitative risk analyst you will lead one or more projects. Examples of projects […]

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Job description

As a senior quantitative risk analyst, you will be responsible for delivering important project goals, coaching junior colleagues and continuously improving our models. You will work in close collaboration with their stakeholders to maximize the impact of their models.

As a senior quantitative risk analyst you will lead one or more projects. Examples of projects are:

• Modelling operational losses for our advanced measurement approach (AMA) model for operational risk. Key modelling techniques: extreme value theory and copulas.

• Modelling transition probabilities between credit states for IFRS9 and stress testing. Key modelling techniques: times series analysis, Bayesian inference and optimization techniques.

Requirements

• Strong quantitative education

• Experienced/proficiency in programming languages suited for model building and data analysis, such as Python, Matlab and/or SAS?

• At least 6 years of work experience in risk modelling (on for example IFRS9, Stress Test and/or Operational Risk)?

Company Profile

Our client is the third largest bank in the Netherlands, they have around 6 million customers. Our client has a big impact on the economy and the society.

What they offer:

• flexible hours and growth potential in personal and professional view

• 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

• 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.

Publication date

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At a glance

Your contact

Dennis Yap

Managing Director

What is your life quote / life motto?
May the Force be with you

What is your tip in recruitment/consulting?
Steady wins the race

What is your goal for 2022
To bring my golf handicap to the low 20s, to take Vye Consulting to the next level and to expand my trainer collection with a number of must haves.