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Quantitative Risk Analyst (ALM)

Geplaatst 22 mrt. 2024
Werkervaring
4 tot 7 jaar
Full-time / part-time
Full-time
Functie
Soort opleiding
Taalvereiste
Engels (Vloeiend)

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ABN AMRO Risk modelling is searching for Senior Quantitative Risk Analysts (ALM) that make the difference by designing models and innovative sophisticated solutions for ALM models in a team of accomplished professionals. Are you interested in further developing your expertise in applying new techniques in state of the art models? What is your next step?

Pursue your objectives and continue to grow professionally as well as personally. Tell us your story. We want to hear it!

Your job

As a Senior Quantitative Risk Analyst (ALM) you make the difference by designing models and innovative sophisticated solutions in a team of accomplished professionals. You deepen your expertise in applying new techniques in state of the art models. Your work with the model owners and the business to understand their needs and decide on the appropriate modelling techniques, develop, implement, evaluate and improve the models and provide training to the model users. You are expected to contribute significantly to the success of your team, including the technical and non-technical coaching of the less experience members.

Your working environment

ABN AMRO Risk Modelling is a diverse international team of more than 90 professionals. We are responsible for the development of quantitative risk models that inform the bank in its daily decisions, from the pricing of deals and granting of customer credits to setting and monitoring risk limits and determining the capital requirements. At Risk Modelling, we believe we are a vanguard for innovation and pay ample attention to recent developments in advanced analytics and machine learning in the belief that these techniques may improve the effectiveness and efficiency of risk management and our understanding of our clients and products. We maintain an open atmosphere, with intellectually stimulating discussions on whiteboards, wherein mutual feedback supports our continuous personal growth.

Your profile

We are looking for pro-active quantitative modellers who are excellent team players and able to work independently and under pressure. Do you think you fit this profile? Check the required qualifications:

  • An MSc or preferably a PhD in the field of econometrics, mathematics or physics
  • Broad experience in financial institutions in one or more of the modelling areas: ALM, markets, and Economic Capital modelling
  • Given the international diversity of the team, fluency in written and spoken English is a must
  • At least 4 year of work experience in financial institutions in one or more of the modelling areas: ALM, Markets, or Economic Capital
  • Good understanding of liquidity and/or interest rate risk
  • Familiar with techniques like Monte-Carlo simulation techniques, statistics, stochastic calculus, Kalman filtering, pricing and machine learning
  • Ample programming knowledge and experience with scientific computing in Python (numpy, scipy, scikit-learn); experience with Matlab, R, C++ and cloud computing is an advantage

What we offer

  • 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 intellectually stimulating working environment
  • Challenging work on complex and advanced quantitative problems
  • A wide range of training opportunities, development and the possibility to gain experience in all areas of risk modelling

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.

Financieel & Banken
Amsterdam
Actief in 19 landen
19.000 medewerkers
60% mannen - 40% vrouwen
Gemiddeld 38 jaar oud

Dit zeggen medewerkers

Deji Adeyemo

Financial Analyst

Deji Adeyemo

Bij ABN AMRO krijgt iedereen de kans om zijn talent te benutten en om te groeien, ongeacht afkomst. En als werknemer krijg je een bepaalde vrijheid om je werk uit te voeren, waardoor je een goede balans tussen werk en privé kunt creëren.

Stephanie Jorissen

Recruiter MeesPierson stagebureau

Stephanie Jorissen

De mogelijkheid die ABN AMRO mij biedt om achter de schermen te kijken bij veel verschillende afdelingen en tegelijkertijd ervaring op te doen in de praktijk, geeft mij het gevoel dat ik mezelf professioneel kan ontwikkelen tijdens mijn stage.