Junior Quantitative Risk Analyst
- As a quantitative risk analyst, you will significantly contribute to delivering important project goals, continuously improving our models. You will work in close collaboration with our stakeholders to maximize the impact of our models for the bank.
- As a junior quantitative risk analyst you will work on one or more projects. Examples of projects are:
- Modelling transition probabilities between credit states for IFRS9 and stress testing. Key modelling techniques: times series analysis, Bayesian inference and optimization techniques.
- Modelling operational losses for our advanced measurement approach (AMA) model for operational risk. Key modelling techniques: extreme value theory and copulas.
- Understanding our business and our historical data is the starting point of all projects. This means that you are in close contact with business stakeholders. Also, checking and pre-processing historical data is a crucial part of the work.
- A strong quantitative education (e.g. mathematics or physics)
- High grades
- Affinity for programming languages suited for model building and data analysis, such as Python, Matlab and/or SAS?
- Are you ambitious and do you want to continuously improve yourself
- Do you work well within a team?
Our client is the third largest bank in the Netherlands, they have around 6 million customers. Our client has a big impact on the economy and the society.
What they offer:
- 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
- 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, or in one of our international locations.