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Quantitative Risk Modeller

Posted 22 May 2024
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Work experience
1 to 2 years
Full-time / part-time
Full-time
Job function
Salary
€4,213 - €6,019 per month
Degree level
Required language
Dutch (Fluent)

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You are the quantitative risk expert at ABN AMRO Clearing Bank N.V. who monitors and optimises the risk data flows and fulfils an important key role between end users and IT. As an expert, you will be responsible for data quality, process optimization, modelling, implementation and testing of the risk systems. 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

You will be responsible for

  • monitoring and maintaining risk data and parameters,
  • aligning all risk data and parameters,
  • documentation of the risk models,
  • answering questions, explaining the risk models and solving risk related issues from (market) risk managers around the world,
  • able to solve modelling challenges with innovative process and tools,
  • writing functional specifications for system changes and test the changes before they go live in production,
  • delivering risk model related solutions.

Working environment

You will work within a highly motivated, international team of colleagues with a strong quantitative background (e.g. econometrics / mathematics). Together with your team members, you will be challenged to find creative and innovative solutions for our business and our clients. You will co-operate with our IT team and the different risk teams in an agile way to organize and implement solutions in our IT systems.

Your profile

Requirements

  • You have a master in a quantitative field, e.g. econometrics / mathematics.
  • You have advanced knowledge on financial risk models, products and industry.
  • Structured and accurate way of working, good communication skills, both verbally as in writing.
  • The drive to deliver accurate daily risk numbers.
  • You are pro-active by discussing problems before they manifest and actively proposing solutions to the team and our stakeholders.
  • You take initiatives to find the best solutions for our stakeholders.
  • Proven programming experience in Python.
  • You can set up test requirements and test cases to test the risk systems.
  • Knowledge of financial markets and products.
  • 1 to 2 years experience is a plus.
  • Fluent in English; Dutch is a plus.

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.

Work in an innovative and international team.Opportunity to improve your knowledge about financial products and risk models.Opportunity to develop yourself as a team player.The opportunity to pro-actively work on your vitality and fitness.A competitive monthly salary (incl. a benefit budget of 11%).A personal development budget of EUR 1.000 per year.An annual public transportation pass for unlimited travel.A solid pension plan. The possibility to work (partially) remote and flexible. Interesting work and challenging projects.A team that likes to help and strenghthen each other.

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

De financiële wereld is nog nooit zo in beweging geweest als nu! Technologie evolueert razend snel en de kracht van innovatie heeft veel invloed op het financiële systeem. We hebben jouw talenten nodig om onze bank toekomstbestendig te maken. Wat je interesses of achtergrond ook zijn. We bieden een werkomgeving vol ondernemerschap en vrijheid om jezelf te ontwikkelen, zowel op professioneel als op persoonlijk vlak.

Finance & Banking
Amsterdam
Active in 19 countries
19,000 employees
60% men - 40% women
Average age is 38 years