Senior Quantitative Risk Analyst

  • Competitive
  • Amsterdam, Hollande-Septentrionale, Pays-Bas
  • CDI, Plein-temps
  • ABN AMRO Bank
  • 24 nov. 17 2017-11-24

Senior Quantitative Risk Analyst

  • Location: Amsterdam , Netherlands
  • Area of expertise: Risk Management
  • Organization: ABN AMRO Bank N.V.


At a glance
Are you skilled in mathematical modelling and passionate about analytical work? Do you want to be responsible for the development and improvement of financial risk models? Is working with other modellers in a professional team something you enjoy? And do you also take pleasure in assisting and coaching junior modellers? Then this just might be the position you're looking for! Tell us your story. We are curious. If you are already good, we will make you even better. That is a promise. So seize this opportunity to develop into the professional you aspire to be.

Your job
You are part of the Risk Modelling team consisting of around 80 professionals. Modelling is responsible for risk models that are used on a daily basis. The quality of these models has a big impact on amongst others the bank's profit and loss. The modelling team consists of small, flexible self-organizing groups. These groups follow the scrum principles to the largest extent possible, mainly reflected in short cycles of activities. The flexible structure enables to switch between groups and work on different risk model types.As a Senior Quantitative Risk Analyst, you can work in one or more domains of attention. These domains are:
  • interest rate risk & liquidity risk
  • credit risk
  • stress testing, IFRS 9 and economic capital
  • market risk and counterparty credit risk
You are the expert when it comes to quantitative risk modelling. Also, you coach junior modellers and collaborate intensively with your stakeholders.

Your working environment
The professionals in the Risk Modelling department have diverse international backgrounds. It is a young and dynamic team who enjoy intellectual challenge - but roll up their sleeves to get the job done. We work in an open atmosphere, in which mutual feedback leads to continuous improvement. Together with business and other stakeholders, we wish to realize our ambitions on innovation in terms of deliverables, methodogies and processes. Working at ABN AMRO means becoming even better at what you do. We understand clients, translate their ambitions into joint success and thus earn their trust. We want our clients to understand our products. This is why we sometimes say 'no' if the risk attached to a product is too great for the client. Serving the client's interests is also a question of offering - and communicating - a transparent range of products. Banking is our business, the world is our challenge.
ABN AMRO puts a lot of focus on innovation. As the risk modelling department, we believe we are a vanguard for this development. We pay attention to recent developments in advanced analytics and believe these techniques can be used to make our risk management better and more efficient. We hope that you, together with the team, can help in creating a new generation of risk management models and tools. Any prior experience with machine learning/advanced analytics techniques would therefore be a strong advantage.

Your profile
Do you think you are a good fit? Your profile:
  • Quantitative academic education (MSc, preferably with a PhD) in a relevant field, like econometrics, mathematics or physics;
  • At least 6 years of work experience in quantitative analysis of which at least 3 years in risk modelling;
  • Thorough knowledge of one or more risk model area's
  • Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning;
  • Able to generate new ideas and to effectively communicate about these ideas;
  • Strong analytic skills;
  • Highly experienced in modern programming languages (e.g. Matlab, Python) and statistical languages (e.g. SAS, R);
  • Affinity with data analytics, (pre)processing, and data handling
  • Experience with machine learning/advanced analytics techniques is an advantage.
  • Able to work under high pressure;
  • Excellent team player with the ability to coach junior modellers;
  • Advanced interpersonal and communicative skills;
  • Well versed in English, both written and spoken.


What we offer
The freedom to work flexible hours. room to grow. The position comes with a competitive salary and excellent benefits, with room for personal preferences. 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.