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Senior Quantitative Analyst

  • Job type: Permanent
  • Location: Amsterdam
  • Salary: Competitive
  • Job reference: JRE4
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 27/03/2018
Senior Quantitative Analyst 

A leading retail bank based in the Netherlands are currently seeking an experienced Credit Risk Modeling Analyst to join their risk team. An opportunity to be part of a dynamic and expanding Quant risk function with the chance to gain exposure joining a leading team in the market, offering considerable scope for personal development. 

The role will report to the Head of Credit Risk analytics with the responsibility of developing IRB credit risk models across retails portfolios. The group head is looking for a candidate with excellent coding, modelling and communications to deal with the technical aspects of the models and the interactions across multiple groups. The role will also require excellent communication skills, management experience from people or project management would be an advantage as the role will involve mentoring and training the more junior analysts within the team and often reporting on their performance. As the team is building out dramatically this year, this experience will help lead towards potential promotion with the chance of building out your own team. 

Responsibilities of the role will include:
  • Hands-on end to end development of PD, LGD, EAD models
  • Senior project lead for managing the PD project
  • Key point of contact for senior stakeholders in other modelling teams
  • Assist in improving existing models and make sure they are compliant with regulatory requirements
  • Supporting the hiring, training and mentoring of junior quants
Key Requirement:
  • 5+ years experience working across risk.
  • Knowledge of IFRS9 is desirable.
  • Programming Skills: R/SAS, SQL
  • Professional qualification or education to a high standard.
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