This Top International Bank based in Amsterdam gives you an exciting opportunity to use your technical skills to advance your career into the financial sector
Job Description:
As a quantitative risk analyst you participate in the validation of risk models within the market risk area. The market risk model validation team covers the internally developed market risk models such as VaR models with regard to trading risk and ALM models with regard to the interest rate risk of the Banking Book.
Your are able to;
Technical review the Risk Models within the specific risk area covering market risk (trading, ALM) and/or operational risk, business risk or risk aggregation
Deliver high quality standards of validation reports. These reports encompass both a quantitative and a qualitative assessment of a model, containing a mix of conceptual soundness & developmental evidence, outcome and performance analysis
The validations are executed at different stages of the Model lifecycle: i.e. when the model is initially developed, when any significant changes are made and on a regular basis
Requirements:
A Master?s degree in econometrics, quantitative economics or a related field
Min. 3-5 years relevant work experience
You are able to operate as an effective and efficient professional
You are a first class expert in the area of ALM/Trading risk
You are able to maintain and develop expertise on the Market Risk area
Excellent writing skills in English
Communication skills
Problem analysis and judgement
Expat Relocation Packages
If you are interested and feel that you have some or all of attributes required please upload your CV using the link below. (Bart van Meel - Huxley Associates)
