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Quantitative Risk Analyst Clearing - ABN AMRO Bank

Locatie: Amsterdam
Dienstverband: Full-time

We are looking for:

Quantitative Risk Analyst Clearing

Your job

You will investigate risk models and propose amendments to the risk systems, for which you will write the functional specifications. The risk models have to be back-tested and validated. You will be responsible for the design and implementation of regulatory capital models. The IT risk team will use your functional specifications as input for the implementation in the systems and you will test the amendments and deliver test reports. You will keep all the functional documentations up to date. You will be responsible for successful participations in Fire Drills, organized by Clearing Houses several times a year. You validate our risk models by providing Model Validation and the risk committees clear descriptions of our models and back -testing results. You will be responsible for keeping our models regulatory compliant.

Working environment

You will be working in the Quantitative Risk Management team in Amsterdam and closely co-operate with our risk managers around the world. You will participate in a team of quantitative and IT risk professionals responsible for the development of the risk systems.

Your profile

You are a risk professional who work accurate and finish projects in time. You are able to explain complex mathematical problems to an audience without quantitative background. Your ambition is to deliver accurate risk numbers, keeping practical alternatives in mind. You are a team player, with very good co-ordination and stake holder management skills. You have the skills to inspire and coach your team members and bring the team to a higher level.

- Master in (financial) mathematics/econometrics.
- Structured and accurate way of working, good communication skills, verbally as in writing.
- Excellent co-ordinating and medior level stake holder management skills.
- Good knowledge of financial markets and products.
- Minimal 5 years experience in derivative pricing and risk models. An expert in derivative pricing.
- Experience with statistical packages, like R and Python.
- Excellent team player, who can motivate and coach other colleages.

We are offering

  • Opportunity to improve your knowledge about derivative products and risk models.

  • The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally
  • The opportunity to pro-actively work on your vitality and fitness
  • 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


Does this sounds like something you’d be interested in? Send us your application as soon as possible. To find out more, contact Brian Doelkahar look forward meeting you.

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.



Informatie en sollicitatie:

Direct solliciteren:

Please send your application for Quantitative Risk Analyst Clearing at ABN AMRO Bank in Amsterdam including your CV via our website.

Vacature geplaatst op
12 maart 2021
Direct Solliciteren
Meer informatie:

Does this sounds like something you’d be interested in? Send us your application as soon as possible. To find out more, contact Brian Doelkahar look forward meeting you.

Lees alles over werken bij ABN AMRO Bank

Wil je deze vacature delen met je netwerk?


Transistorstraat 7
1322 CJ Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Nienke Smit   Pieter Lammers
Nienke Smit
  Pieter Lammers