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Quantitative Risk Manager
2 maanden geleden
We are seeking a highly skilled Quantitative Risk Manager to join our ALM & Capital Model Validation team. As a key member of the team, you will be responsible for performing high-quality validations of models employed for managing market and liquidity risks associated with the products in the banking book of ABN AMRO Bank.
Key Responsibilities- Assess the quality of data used for model development and examine the correctness of methodologies and assumptions.
- Form an independent opinion on model performance and assess compliance with internal and external regulations.
- Verify the final implementation of models in the production environment and identify issues, propose improvement opportunities, and share results with relevant parties.
To be successful in this role, you will need:
- A university degree in a quantitative discipline, such as (financial) mathematics, (theoretical) physics, econometrics, or similar, at least at Master level.
- At least 2 years of relevant work experience in a quantitative role in the financial industry or related research.
- Full English professional proficiency and the ability to influence internal stakeholders.
We offer a challenging work environment, international collaboration, and opportunities for professional growth and development. You will have access to a wide range of training courses and a competitive salary and excellent benefits package.
About ABN AMROABN AMRO is a leading bank in the Netherlands, committed to helping our clients achieve their goals based on responsible decisions. We value diversity and inclusivity and strive to create an environment where everyone can develop their talents.
