Quantitative Risk Analyst

Details

As a modelling and risk expert, you will be responsible for data quality, process optimization, modelling, validation, implementation and testing of the risk systems. You present our risk models in the risk committees and to our regulators.

Your Job

As a quantitative risk specialist in the Quantitative Risk Management department, you will play a key role in ensuring that the bank makes informed, data driven decisions. You will be responsible for the development and maintenance of the risk models and data frameworks, but you will also coach and provide business input to team members while developing / improving risk models. Here, you can apply your leadership and quantitative skills and experience on various datasets and business challenges, and make a positive impact for the bank and its customers. You will be responsible for delivering important project goals, working together with junior and experienced risk colleagues.

Working Environment

You will work within a highly motivated, international team of colleagues with a strong quantitative background (e.g. econometrics / mathematics). Together with your team members, you will be challenged to find creative and innovative solutions for our business and our clients. You will co-operate with our IT team and the different risk teams in an agile way to organize, develop and implement solutions in our IT systems.

Your Profile

Requirements:

• Demonstratable experience (> 5 years) in the field of risk model development and/or validation.
• A master in a quantitative field, e.g. econometrics/mathematics.
• Deep understanding of financial risk models, data, products and markets.
• Structured and accurate way of working.
• Excellent communication skills, both verbally and in writing, with the ability to articulate complex risk concepts clearly to stakeholders.
• Pro-active by discussing problems before they manifest and actively proposing solutions.
• A collaborative attitude and the ability to build relationships across different departments and regions.
• Great team player, who can motivate and coach other colleagues.
• Proven programming experience in Python.
• Fluent in English; Dutch is a plus.
• Experience with C++, Tableau and/or Dataiku is a plus.
• Strong interest in Artificial Intelligence and Machine Learning is a plus.

We Are Offering

• The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally.
• Work in an innovative and international team.
• A competitive monthly salary (incl. a benefit budget of 11%).
• A personal development budget of EUR 1.000 per year.
• An annual public transportation pass for unlimited travel.
• A solid pension plan.
• The possibility to work (partially) remote and flexible.
• Interesting work and challenging projects.
• A team that likes to help and strengthen each other.

Interested?

Are you interested? Please apply for this vacancy as soon as possible. For more information for the role, please contact Alfred Yee ([email protected]).