Are you skilled in mathematical modelling and passionate about analytical 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? And do you also take pleasure in coaching junior modellers? Then Senior Financial Risk Modeller is the position you’re looking for!
You are part of the Risk Modelling team that is responsible for risk models that are used on a daily basis. The quality of these models has a big impact on important areas such as the bank’s risk profile, and its profit and loss. The Risk Modelling team consists of small, flexible, multi-skilled groups. This structure enables resources to switch between groups and work on different projects and risk model types. The organization is also working with new technologies and innovation, such as machine learning, continuous calibration, automated monitoring, and continuous improvement and delivery of risk models. As a Senior Financial Risk Modeller, you can work in one or more risk-specific domains. These domains are:
- interest rate risk & liquidity risk;
- credit risk;
- stress testing, IFRS 9 and economic capital;
- market risk and counterparty credit risk.
You will be experienced when it comes to quantitative risk modelling, and will collaborate intensively with your stakeholders.
The professionals in the Risk Modelling department have diverse international backgrounds and form a young and dynamic team. The team enjoys intellectual challenges and “rolling up their sleeves” to get the job done. The organization offers an open atmosphere, in which mutual feedback leads to continuous improvement. Together with support from business and other stakeholders, we work to realize our ambitions in delivery and innovation. The organization puts a lot of focus on innovation. As the risk modelling department, we believe we are a vanguard for this development. We pay attention to recent developments in advanced analytics and believe these techniques can be used to make our risk management better and more efficient. We hope that you, together with the team, can help in creating a new generation of risk management models and tools. Any prior experience with machine learning/advanced analytics techniques would therefore be a strong advantage.
- Quantitative academic education (MSc, preferably with a PhD) in a relevant field, like econometrics, mathematics or physics
- At least 6 years of work experience in quantitative analysis, preferably risk modelling
- Knowledge of one or more risk model areas
- Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning
- Able to effectively communicate about model developments and model impact
- Experienced in modern programming languages (e.g. Matlab, Python) or statistical languages (e.g. SAS, R)
- Affinity with data analytics, (pre)processing, and data handling
- Experience with machine learning/advanced analytics techniques is an advantage
- Able to work under high pressure
- Well versed in English, both written and spoken
Are you interested in joining our client? We look forward to receiving your resume and motivation letter. For more information about the application process, you can contact Patricia Koekenbier at patricia@himanagement or 0630400141