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Job Details

 

Quantitative Credit Risk Modeller (Contract)

Location: Amsterdam, Netherlands Country: Netherlands
 

Quantitative Risk Modeller

The client is a leading Dutch organisation, with an international presence across Europe, Asia Pacific, and the Americas. We need skilled quantitative risk modellers who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and data.

As a Quantitative Risk Modeller, you will play a key role in ensuring that the client makes informed, data driven decisions. You will work with the business to understand the data they generate in their day to day activities. You will decide on the best quantitative methods and techniques to apply to the data sets to unlock the intelligence contained within them. You will work in a team developing new models and methods for quantifying risk, and in evaluating and improving the performance of existing models and methods. Here you can apply your quantitative skills in the real world, on real data sets and business challenges, and make a positive impact for the client and its customers. You will be supported by your team, which includes experienced risk analysts who can help you to develop and grow your skills.

The clients Risk Modelling is a growing, international team of more than 90 professionals. We are the centre of excellence within the client for developing quantitative risk models, which inform the client in its daily decisions, from pricing of deals and granting of customer credits, through to setting and monitoring of market risk limits and determining the capital requirements for the client.

You have a strong quantitative education in an area such as pure mathematics, econometrics, actuarial studies, or physics. Besides that you have skills in software packages for statistical and data analysis, such as Python, SAS, R, and MatLab. You want to prove yourself in a quantitative modelling environment, and to apply your skills to derive meaningful, robust, data driven models to guide business decisions. You work well within a team, and can take responsibility for making your contribution to successful delivery.

You fit the profile if you meet the following requirements:

  • Quantitative academic education (Master's Degree or PhD) in a relevant field, like econometrics, mathematics, actuarial studies or physics;
  • +/- 4 years of experience with Quantitative Risk Models
  • Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning;
  • Able to effectively communicate (in written and spoken English) about your analysis and results;
  • Experienced in modern programming languages (eg Matlab, Python) or statistical languages (eg SAS, R);
  • Strong analytic skills and affinity with data analytics, (pre)processing, and data handling;
  • Able to work independently and under pressure;
  • Pro-active attitude and an excellent team player.


Posted Date: 21 Jan 2020 Reference: JS-B.V Employment Business: Levy Associates Ltd Contact: Benedikt Vreeburg