Junior Quantitative Risk Modeller (IFRS9, Stress Testing, Operational Risk and EC)

Deze vacature is niet meer vacant

At a glance

The IFRS9 / EC team is looking for talented junior quantitative risk analysts who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.

Your job

As a junior modeller in the IFRS9 team, you will play a key role in ensuring that the bank makes informed, data driven decisions. You will work in a multidisciplinary team with
various stakeholders to understand the data that the bank generates every day and to draw conclusions from it about economic capital and provisions. You will decide on the
best quantitative methods and techniques to apply to the data sets to unlock insights into the banks risk profile. The main focus of the team is to develop and maintain
models that quantify parameters such as probability of default, loss given default and exposure at default. Your job will be to evaluate and improve the performance of
existing models, as well as develop new ones altogether. Here you can apply your quantitative skills in the real world, on real data sets and business challenges, and make
a positive impact for the bank and its customers. In your team of experienced risk analysts you will be supported to develop and grow your modelling skills.

Working environment

ABN AMRO is a leading Dutch bank, with an international presence across Europe. The risk modelling department 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 the capital requirements for the bank.

Your profile

• You have a strong quantitative education in an area such as mathematics, econometrics, actuarial studies, or physics, and have a good understanding of statistics, econometrics, financial mathematics or stochastics.
• You have experience with software packages for statistical and data analysis, such as Python, PySpark, or SAS. Experience with version control with Git is a plus.
• You are an excellent team player, but can also work independently and want to prove yourself in a collaborative team of modellers.
• You have great communication skills and an ability to effectively communicate (in spoken and written English) your results to various stakeholders in the bank.
• You have an affinity for data analysis and programming and are eager to improve upon your existing skill sets.

We are offering

• The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally.
• An informal multi-cultural working environment with great colleagues.
• Challenging work on complex and advanced quantitative problems.
• The opportunity to pro-actively work on your vitality and fitness.
• A competitive salary.
• 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.


We are looking forward to hear from you! Please submit your application online. Together with your resume and cover letter, please also provide us with your list of grades.
Please only apply to one vacancy; the position that fits best with your experience, skills and knowledge.

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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