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Quant Risk Model Analyst | Amsterdam

  • Job type: Permanent
  • Location: Amsterdam
  • Salary: Competitive
  • Job reference: CRHS050320181803
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • Date posted: 05/03/2018

A leading European Investment Bank is looking to expand their risk analytics function by bringing in several quantitative analysts to work on alongside the model development, model validation in Market Risk
. This will allow successful candidates an opportunity to get excellent exposure to all areas of the business and liaise directly with senior management.

The model coverage will include:
  • Bank wide stress testing models
  • Fixed income / exotic derivatives valuation models
  • Credit / Market Risk Methodology
  • ALM model
With the multi-asset class exposure this role offers quant analysts a chance to expand their skill set rapidly within a growing team and provides the perfect platform to launch a hugely successful career in finance.

Key Requirements
  • Excellent academic background with quantitative / statistical / numerical focus
  • Strong understanding of the US financial markets
  • Good communication skills
  • MATLAB / SAS / R / C++/Python/R
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