Description
Our banking client in the Netherlands are recruiting for an experienced Senior Quantitative Analyst with solid Market Risk experience to join them on a long-term contract basis in the Netherlands.
Role Purpose:
Lead the development and maintenance of default risk model(s) and methodologies for more accurate traded risk measurement and management with the following objectives:
- Drive the implementation of default risk mode(s)
- Understand both regulatory and business requirements, ensuring that the model(s) are fit-for-purpose
Role Dimensions:
- The candidate's responsibilities cover all Market Risk methodologies and model-related policies.
Knowledge & Experience/Qualifications:
- Strong analytical skills. Minimum Masters level, preferred PhD level in Math/Science/Engineering discipline
- Relevant working experience as a senior quant in either Risk Management or Front Office (preferable 5-10 years)
- Ability to lead, manage and deliver. Liaise with all relevant stakeholders: model validators, business, IT, and senior management.
- Excellent understanding of probability and Stochastic Processes
- Open personality and effective communication skills, ability and flexibility to work in a small team
- Excellent writing skills
- Excellent programming skills: preferable in C++, Matlab and R, Matlab