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Job

Regulatory Credit Risk Modeller

  • Location

    Amsterdam

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Salary:

    90,000 - 120,000

  • Contact:

    Luke Nash

  • Contact email:

    l.nash@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Job ref:

    LN08507

  • Published:

    8 months ago

  • Duration:

    Permanent

  • Expiry date:

    2021-07-14

  • Startdate:

    ASAP

Hamlyn Williams is partnered with a leading Investment Bank to help with the expansion of their Quantitative Modelling team.

 

Based in Amsterdam and reporting to the Head of Quantitative Data Analytics 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.

 

These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management, and regulatory capital.

 

 

As a Quant Researcher you will need:

  • 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
  • Experience In Non-Retail Credit Risk Modelling
  • Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning
  • Skills in software packages for statistical and data analysis, such as Python, SAS, R, and MATLAB

 

If you are interested please contact me directly at l.nash@hamlynwilliams.com

I am a Quantitative Analytics & Risk market specialist working with a large variety of clients across Financial Services. If this role is of interest to you, or if you’d like to explore other opportunities in the market, please feel free to reach out directly. Contact Luke Nash at +312039657291 or at l.nash@hamlynwilliams.com.