Quantitative Risk Modeler
6 dagen geleden
About the Role
">De Volksbank is seeking a highly skilled Quantitative Risk Modeler to join our ALM Modeling team in Utrecht, Netherlands. As a key member of our team, you will be responsible for developing and maintaining behavioral models used for interest rate, credit spread, and liquidity risk management.
">Key Responsibilities
">- Develop and implement quantitative models for risk management, including interest rate, credit spread, and liquidity risk models.
- Maintain close contact with various teams within the bank, including Balance Sheet Management, Financial Markets, and Model Validation.
- Analyze large data sets and apply programming skills to develop and maintain models.
- Collaborate with stakeholders to translate model requirements into creative solutions.
- Support the Product Owner in achieving the team's mission and contribute to the development of other team members.
Requirements
">- A Master's degree or Ph.D. in econometrics, mathematics, physics, or a similar field.
- At least three years' experience in quantitative financial modeling, model development, and/or model validation.
- Programming skills and experience in analyzing large data sets, particularly with MATLAB and Python.
- A strong drive to gain more expertise in model development and banking regulations.
- An excellent command of English and ability to work in a diverse, international team of professionals.
What We Offer
">- A competitive gross annual salary between € 57.336 and € 88.210 (job scale 10) based on a 36-hour work week.
- A 36-hour work week, flexible working hours, and opportunities for remote work.
- An individual choice budget, good collective pension plan, and NS Business Card.
- Partial paid voluntary work, vitality program, and opportunities for personal and professional growth.
About De Volksbank
">De Volksbank is a warm and inclusive organization that values diversity and collaboration. Our team is dedicated to providing excellent service to our customers while continuously improving our predictive risk models. If you are passionate about quantitative risk modeling and want to make a meaningful impact, we encourage you to apply for this exciting opportunity.
">Educational Background and Professional Experience
">We require a Master's degree or Ph.D. in econometrics, mathematics, physics, or a similar field, as well as at least three years' experience in quantitative financial modeling, model development, and/or model validation. Strong programming skills, particularly in MATLAB and Python, are also essential.
">Language Skills
">We expect an excellent command of English and the ability to communicate effectively in a diverse team of professionals.
">Contact Information
">Please submit your application, including your motivation and CV, via our website. We look forward to receiving your application and welcoming you to our team.
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