Quantitative Risk Analyst

7 maanden geleden

Amsterdam, Nederland ABN AMRO Voltijd

Quantitative Risk Analyst

**At a glance**:
We need you Modern banking requires quantitative models, which form the basis of the bank’s strategy and decision-making. In the Credit Risk - Economic Capital, IFRS9, and Stress Testing team, we are looking for skilled analysts who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our data. We provide a unique opportunity to develop key, high-level models within the bank, including state-of-the art climate impact models.

**Your job**:
As a Quantitative Risk Analyst, you will play a key role in ensuring that the bank makes data driven decisions. We develop models that cover a range of high-impact topics, including the calculation of credit losses for clients with over EUR 500 billion in exposure, the simulation of stress testing scenarios, and the novel inclusion of climate and environmental risk. These key models are at the centre of the bank’s operations, and inform a wide range of business decisions, from loan pricing to the bank’s high-level strategy.

As a junior analyst, you already contribute significantly to the success of your team. You
are encouraged to design model improvements, and to take responsibility over parts of the
model development process. You will work in close collaboration with senior modellers, in a
supportive environment where you can further develop your skills.

**Working environment**:
ABN AMRO Risk Modelling is a growing, international team of more than 150 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 evaluating the risk of customer credits, through to setting and monitoring of market risk limits and determining the capital requirements for the bank.

**Your profile**:

- You have a strong quantitative academic education (Master’s Degree or PhD) in an area such as econometrics, mathematics, actuarial studies or physics.
- You have good knowledge of quantitative modelling, including statistics, econometrics, financial mathematics or stochastic calculus.
- You are experienced in modern programming languages (preferably Python), and have a strong affinity with data science, (pre)processing, and data handling.
- You have a pro-active attitude, and can take responsibility for making your contribution to a successful delivery.
- You are able to effectively communicate about your analysis in written and spoken English.
- You work well within a team, and contribute to a collaborative and mutually supportive environment.

**We are offering**:

- The gross monthly salary displayed above is based on a 36-hour work week, including vacation pay and benefit budget.
- The Benefit Budget is 11% of your salary. The Benefit Budget allows you to acquire additional employment benefits. If you make no purchases or reservations in the Benefit Shop in a given month, you are paid one twelfth of your Benefit Budget that month.
- Five weeks of vacation per year. You have the option to purchase an additional four weeks per year.
- Personal development Budget of € 1,000 per year, which you can accumulate up to € 3,000.
- Possibility to work from home (in consultation with your team and depending on your position).
- An annual public transport pass with free public transportation throughout the Netherlands.
- An excellent pension scheme.

**Interested?**:
**Equal opportunities for all**:
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.

**Disclaimer external recruitment agencies**:
External recruitment agencies need to have a signed agreement with ABN AMRO BANK N.V., executed by a Talent Acquisition Specialist, when submitting a resume to a vacancy. No unsolicited services or offers, please.

**Wij vragen**:

- Samenwerkingsgerichtheid

**Wij bieden**:

- Analytische skills

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