Junior Quantative Modelling Analyst

Organisatie
Locatie
Amsterdam
Opleidingsniveau
WO
Arbeidsvoorwaarden
Marktconform
Deze vacature is niet meer vacant

At a glance

We need you!

The Non-Retail Credit Risk Modelling team is looking for a talented modeller who has 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 modeller in the Non-Retail Credit Risk team, you will work in multidisciplinary project teams and play a key role in ensuring that the bank makes informed, data driven decisions. Your main focus will be the development and maintenance of models for measuring and managing credit risk for professional clients covering over EUR 100 billion in exposure. You will rely on data to enable the modelling of parameters such as Probability of Default, Loss Given Default and Exposure at Default. These model parameters are key to the functioning of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.

Your responsibilities:
• You decide on the best quantitative methods and techniques to unlock the intelligence contained within our data.
• You are aware of new and existing regulatory requirements and ensure that these are accurately reflected in the models.
• You actively work together with business lines in order to ensure that the models properly reflect the business and processes.
• You are actively involved in stakeholder management.
• You cooperate with your colleagues in the Non-Retail Credit Risk team, which includes both junior and senior risk analysts who can help you to further develop your skills.

Working environment

ABN AMRO is a leading Dutch bank, with an international presence across Europe. The Risk Modelling team of ABN AMRO is a growing, international team of more than 100 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, to setting and monitoring of market risk limits and determining the capital requirements for the bank.

Your profile

• You have a strong quantitative education (Master’s Degree or PhD) preferably in mathematics, econometrics, actuarial studies, or physics, and have a good knowledge of statistics, econometrics, financial mathematics, or stochastic calculus.
• You have skills in software packages for statistical and data analysis, such as Python, SAS, R, and MATLAB.
• You have strong analytical and problem-solving skills.
• You are an excellent team player, but you are also able to work independently.
• You have a pro-active attitude, and you are able to work under pressure.
• You are able to effectively communicate in written and spoken English about your analysis and results.

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

Interested?

Please submit your application online. We request you to upload your grades with your resume.

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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