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Senior Quantitative Risk Analyst (Non Retail Modelling)

Geplaatst 23 mrt. 2024
Werkervaring
5 tot 10 jaar
Full-time / part-time
Full-time
Functie
Soort opleiding
Taalvereiste
Engels (Vloeiend)

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At a glance

We are looking for skilled quantitative risk analysts who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.

We need you!

ABN AMRO is a leading Dutch bank, with an international presence across Europe, Asia Pacific, and the Americas. We are looking for skilled quantitative risk analysts who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.

Your job

As a Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. Your main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.

In your day-to-day job you will work in multidisciplinary project teams. You closely work together with the business lines in order to ensure that the models properly reflect the business and processes. You will decide on the best quantitative methods and techniques to unlock the intelligence contained within the data. You are aware of new and existing regulatory requirements and ensure that these are properly reflected in the models. As a senior analyst you take the responsibility of the model development process and are actively involved in stakeholder management of both internal and external parties including the DNB and ECB.

Overall you apply your quantitative skills and experience on various data sets and business challenges, and make a positive impact for the bank and its customers. You will contribute significantly to the success of your team, which includes both junior analysts and medior risk analysts. As a senior you take a leading role in the coaching and development of your team members.

About us

ABN AMRO Risk Modelling is a growing, international team of more than 90 professionals. We are the centre of excellence within the bank for developing quantitative risk models, which inform the bank in its daily decisions, from pricing of deals and granting of customer credits, through to setting and monitoring of market risk limits and determining the capital requirements for the bank.

About you

  • at least 8 years of work experience in quantitative analysis, preferably within risk modelling in banking and finance
  • quantitative academic education (Master’s Degree or PhD) in a relevant field, like econometrics, mathematics, actuarial studies or physics
  • good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning
  • you have skills in software packages for statistical and data analysis, such as Python, SAS, R, and MATLAB
  • able to effectively communicate (in written and spoken English) about your analysis and results
  • able to work independently and under pressure
  • pro-active attitude
  • you work well within a team, and can take the lead on elements of work, guiding junior team members and enabling successful delivery

Our offer

  • an informal multicultural working environment with great colleagues
  • challenging work on complex and advanced quantitative problems
  • an attractive payment package
  • flexible working hours
  • a wide range of training opportunities
  • 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

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.