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Job

Senior Quantitative Analyst

  • Location

    Amsterdam

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Contact:

    Jonathan Shivers

  • Contact email:

    j.shivers@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    4 months ago

  • Expiry date:

    2020-08-26

Job Responsibilities:

  • Validate Credit Risk models
  • Create high-quality reports for senior management, auditors and the European Central Bank.
  • Interact with model developers, senior management, auditors and the ECB.
  • Have an up to date knowledge of current regulations and policies.
  • Extensive knowledge in modelling/validating IFRS9/IRB models (PD, LGD, EAD)

Requirements:

  • A Master of Science or Ph.D. in mathematics, physics, statistics, econometrics or another relevant quantitative field
  • 3-5 years of relevant professional experience in a consulting environment, a model development or validation team in the financial industries
  • Strong quantitative skills, in particular a deep understanding of quantitative modeling techniques, with practical experience in credit risk (Basel III - IRB, IFRS9)
  • Ideally additional knowledge and experience in further risk types and/or advanced quantitative finance topics, eg counterparty credit risk/exposure simulation
  • Good IT and programming skills, with practical experience in languages ​​such as Python, R, VBA, SQL
  • A strong interest in taking responsibility, developing technical excellence and advancing innovative approaches in credit risk modeling and management
  • Key success factors: team player, goal-oriented, commitment, quick understanding, analytical and organizational skills, as well as project management skills.
  • In an international environment, a proficient level of business English is a prerequisite; fluency in German is a clear plus.

Why the Netherlands you may ask?
- Great work-life balance (36/40hr working week)
- 30% tax ruling benefit for ex pats
- Great relocation packages included
- Less hierarchy than US, UK, French banks
- Great career growth opportunities