At a... We need skilled Senior Quantitative Risk Specialist (Regulatory Compliance & Strategy Team - Modelling Department) who have a solid quantitative background, strong knowledge of capital regulation and a passion for working with...
We need skilled Senior Quantitative Risk Specialist (Regulatory Compliance & Strategy Team - Modelling Department) who have a solid quantitative background, strong knowledge of capital regulation and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.
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!
As a senior quantitative risk specialist in the Regulatory Compliance & Strategy Team in the Modelling Department, you will play a key role in ensuring that the bank makes informed, data driven decisions and that complies with existing and new regulations. You will be responsible for the development and maintenance of the model frameworks and you will work with several stakeholders to understand and inform of impacts on models stemming from new or existing regulation and influence modelling decisions when complying with regulation, but also you will coach team members while developing/improving new credit risk models across several portfolios. 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 analysts.
ABN AMRO is a leading Dutch bank, with an international presence across Europe. Our bank believes in credit risk models for better banking and financial stability. We are a group of ambitious, talented, international, and smart people that develop these mathematical models. We work in a stimulating environment where individuals have the opportunity to keep learning and to make a positive impact for the bank and our clients.
• Do you have leadership skills and the ability to motivate team members in order to successfully complete projects?
• Do you have in depth knowledge of Basel/European regulation for capital/provision and affinity to achieve compliancy to them?
• Are you thoroughly knowledgeable in credit risk or other financial risk modelling?
• Do you have a strong quantitative education in an area such as mathematics, statistics/econometrics, economics, actuarial studies?
• Are you experienced in programming languages suited for doing statistical and data analysis, such as Python, SAS or R?
• Do you have 6+ years of work experience in quantitative analysis, preferably within risk modelling in banking and finance?
• And! Do you want to further develop your skills in quantitative risk modelling? Can you apply your skills to derive meaningful, robust, data driven models to guide business decisions? Do you work well within a team? Can you take the lead to ensure the successful delivery of projects while coaching team members?
• The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally
• The opportunity to pro-actively work on your vitality and fitness
• A supplementary benefit budget of 11%, which you can spend on additional fringe benefits
• A personal development budget of EUR 1.000 per year
• An annual public transportation pass or travel budget, depending on the function
• A solid pension plan
• An informal multi-cultural working environment with great colleagues
• Challenging work on complex and advanced quantitative problems
• Career development and the possibility to gain experience in all areas of risk modelling, in other business areas of the bank, or in one of our international locations
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