Junior Quantitative Analyst (Liquidity Risk Modelling) 1

Deze vacature is niet meer vacant

At a glance

Are you skilled in math and do you love analytic 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?

Then this just might be the position you’re looking for! Tell us your story. We are curious. If you’re already good, we’ll make you even better. That’s a promise. So seize this opportunity to develop into the professional you aspire to be.

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!

Your work

You’re part of the Liquidity Risk Modelling team. This team is responsible for models that are used to calculate the liquidity risk of the bank. Risk management and steering decisions are based on the outcomes of the models.

As a Junior Quantitative Analyst, you’re working on behavioural models for different products on the balance sheet. In advance, you support risk management with their stress testing exercise. You will get exposure to quantitative risk modelling and analysis. You perform statistical analyses on data and research how the models operate with prototypes.

Within Liquidity Risk Modelling you will work closely together in a dynamic, international team. Also you contribute to projects of the Interest Rate Risk Modelling team to determine the interest rate risk position of ABN AMRO.

The team is part of Risk Modelling, which is a growing, international team of more than 90 professionals. We are the centre of excellence within the bank for developing quantitative risk models, which inform the bank in its daily decisions, from pricing of deals and granting of customer credits, through to setting and monitoring of market risk limits and determining capital requirements for the bank.

Your work environment

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. It's 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.

Your profile

Do you think you’re a good fit? Check out your profile:

• Quantitative academic education (Master’s degree or Ph.D.) in a relevant field, like econometrics, mathematics or physics;
• Knowledge on financial mathematics, statistics and data analysis as well as the most recent developments in these fields;
• Affinity with financial markets and products;
• Strong analytical skills;
• Be able to program in modern programming languages (Python, Matlab, or C++);
• Able to work under high pressure;
• Excellent team player;
• Advanced interpersonal and communicative skills;
• Well versed in English, written and spoken.

What we offer

ABN AMRO offers an informal multi-cultural working environment with great colleagues in which you bear responsibility and can make a difference. Work that has an impact on large groups of people. We challenge you every day to get the best out of yourself, in which you decide how high you want to set the bar allowing you to grow into the professional you want to be.

At ABN AMRO you get an excellent work-life balance with room to organize your time and shape your working day. We offer room to grow including a wide range of training opportunities. The position comes with a competitive salary and excellent benefits, with room for personal preferences. So seize this opportunity to develop into the professional you aspire to be.


Apply for the position online. For more information, please contact Danielle Kuijf (danielle.kuijf@nl.abnamro.com) Talent Acquisition Specialist. We look forward to meeting you.

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

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Vacature informatie

Organisatie: ABN AMRO

Locatie: Amsterdam

Opleidingsniveau: WO

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