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Quantitative Risk Analyst Clearing II - ABN AMRO Bank

Locatie: Amsterdam

We are looking for a:

Quantitative Risk Analyst Clearing II

You are the expert who models and implements the risk systems of ABN AMRO Clearing. As a modelling expert, you will be responsible for data quality, modelling, validation, implementation and testing of the risk systems. You will present our models in the risk committees and to our regulators. What do you see when you envision the next step? Work on achieving your goals and develop yourself professionally and personally. Tell us your story. We want to hear it!

Your job

You will investigate risk models and propose amendments to the risk systems, for which you will write the functional specifications. The risk models have to be back-tested and validated. You will be responsible for the design and implementation of regulatory capital models. The IT risk team will use your functional specifications as input for the implementation in the systems and you will test the amendments and deliver test reports. You will keep all the functional documentations up to date. You will be responsible for successful participations in Fire Drills, organized by Clearing Houses several times a year. You validate our risk models by providing Model Validation and the risk committees clear descriptions of our models and back -testing results. You will be responsible for keeping our models regulatory compliant.

Your working environment

You will be working in the Quantitative Risk Management team in Amsterdam and closely co-operate with our risk managers around the world. You will participate in a team of quantitative and IT risk professionals responsible for the development of the risk systems.  

Your profile

You are a risk professional who work accurate and finish projects in time. You are able to explain complex mathematical problems to an audience without quantitative background. Your ambition is to deliver accurate risk numbers, keeping practical alternatives in mind.  You are a team player, with very good co-ordination and stake holder management skills. You have the skills to inspire and coach your team members and bring the team to a higher level. Check your profile- Master in (financial) mathematics/econometrics. 
- Structured and accurate way of working, good communication skills, verbally as in writing. - Excellent co-ordinating and senior level stake holder management skills.
- Good knowledge of financial markets and products. 
- Minimal 5 years experience in derivative pricing and risk models. An expert in derivative pricing. - Knowledge of PD/EAD/LGD models.
- Experience with statistical packages, like R and Python.
- Excellent team player, who can motivate and coach other colleages. 

What we offer

 - Opportunity to work in a challenging financial environment. 
- Opportunity to improve your knowledge about derivative products and risk models. 
- Opportunity to develop yourself as a teamplayer. 
- Good employee benefits. At ABN AMRO, we use our knowledge, expertise and network to help our clients within and outside the Netherlands achieve their goals based on responsible decisions. Our clients’ interests always come first. We want clients to understand our products, and we sometimes say ‘no’ if a product involves a risk that is too high for the client. Putting clients’ interests first also means communicating in plain language and crafting smart solutions that genuinely make a difference. That is our goal. 

Interested?

Does this sound like something you’d be interested in? Send us your application as soon as possible. To find out more, contact Brian Doelkahar brian.doelkahar@nl.abnamro.com. We very much look forward meeting you. Please apply in Talent2Grow. First open the link, then click on the 'apply' button. Next step is to upload your resume and cover letter.Note: you can only approach Talent2Grow using a secure VPN connection via your ABN AMRO laptop. Did you hand over your laptop? Please send your application to werkenbij@nl.abnamro.com. 

Location:
Amsterdam

Information and application:

Apply:

Please send your application for Quantitative Risk Analyst Clearing II at ABN AMRO Bank in Amsterdam including your CV via our website.

Job code:

19024

Job posted

01 december 2018
Apply Now

More information:

Does this sound like something you’d be interested in? Send us your application as soon as possible. To find out more, contact Brian Doelkahar brian.doelkahar@nl.abnamro.com. We very much look forward meeting you.

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Contactgegevens

CareerGuide

Argonweg 14
1362 AA Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Ook een vacature plaatsen? Neem contact met ons op:


Nienke Smit   Pieter Lammers
Nienke Smit
n.smit@careerguide.nl
06-41454957
  Pieter Lammers
p.lammers@careerguide.nl
06-41454956
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