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We need you! ABN AMRO is a leading Dutch bank, with an international presence across Europe, Asia Pacific, and the Americas. We are looking for skilled quantitative risk analysts who have 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 Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. Your main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.
In your day-to-day job you will work in multidisciplinary project teams. You closely work together with the business lines in order to ensure that the models properly reflect the business and processes. You will decide on the best quantitative methods and techniques to unlock the intelligence contained within the data. You are aware of new and existing regulatory requirements and ensure that these are properly reflected in the models. As a junior analyst you take the responsibility over parts of the model development process and are actively involved in stakeholder management.
Overall you apply your quantitative skills and experience on various data sets and business challenges, and make a positive impact for the bank and its customers. You will contribute significantly to the success of your team, which includes both junior analysts and experienced senior risk analysts who can help you to further develop your skills.
About us ABN AMRO Risk Modelling is a growing, international team of more than 90 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, through to setting and monitoring of market risk limits and determining the capital requirements for the bank.
you have a strong quantitative education in an area such as pure mathematics, econometrics, actuarial studies, or physics. Besides that you have skills in software packages for statistical and data analysis, such as Python, SAS, R, and MATLAB
you want to prove yourself in a quantitative modelling environment, and to apply your skills to derive meaningful, robust, data driven models to guide business decisions
you work well within a team, and can take responsibility for making your contribution to successful delivery
you fit the profile if you meet the following requirements: Quantitative academic education (Master's Degree or PhD) in a relevant field, like econometrics, mathematics, actuarial studies or physics
good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning
able to effectively communicate (in written and spoken English) about your analysis and results;
experienced in modern programming languages (e.g. MATLAB, Python) or statistical languages (e.g. SAS, R)
strong analytic skills and affinity with data analytics, (pre)processing, and data handling
able to work independently and under pressure
pro-active attitude and an excellent team player
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 are looking forward to hear from you!
Internal Number: 6499733
About ABN AMRO
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