At a glance
You are the risk expert at ABN AMRO Clearing who monitors and optimises the risk data flows and an important key person between end users and IT. As an expert, you will be responsible for data quality, process optimization, modelling, implementation and testing of the risk systems.
What do you see when you envision the next step? Work on achieving your goals and develop yourself professionally and personally. Tell us your story. We want to hear it!
You will be responsible for
- monitoring and maintaining risk data and parameters,
- aligning all risk data and parameters,
- documentation of the models,
- answering questions, explaining the risk model and solving risk related issues from risk managers around the world,
- able to solve modelling challenges with innovative process and tools,
- writing functional specifications for system changes and test the changes before they go live in production,
- delivering risk model related solutions.
You will work within a highly motivated, international team of people with a quantitative (mathematics/econometrics) background. Together with your team members, you will be challenged to find creative and innovative solutions for our business and our clients. You will co-operate with our IT team and the different market risk teams in an agile way to organize and implement solutions in our IT systems.
- Structured and accurate way of working, good communication skills, verbally as in writing.
- The drive to deliver accurate daily risk numbers and to make our clients smile.
- You are pro-active by discussing problems before they manifest and actively proposing solutions to the team and our stakeholders.
- You take initiatives to find the best solutions for our stake holders.
- You have a master econometrics/financial mathematics.
- Master in R/Python
- You can set up test requirements and test cases to test the risk systems.
- Knowledge of financial markets and products.
- Min 1-2 years experience is a pre.
- Fluently English, Dutch is a pre.
We are offering
- The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally.
- Work in an innovative team.
- Opportunity to improve your knowledge about derivative products and risk models.
- Opportunity to develop yourself as a team player.
- The opportunity to pro-actively work on your vitality and fitness.
- A personal development budget of EUR 1.000 per year.
- An annual public transportation pass.
- A solid pension plan.
At ABN AMRO, we use our knowledge, expertise and network to help our clients within and outside the Netherlands achieve their goals based on responsible decisions. Our clients’ interests always come first. We want clients to understand our products, and we sometimes say ‘no’ if a product involves a risk that is too high for the client. Putting clients’ interests first also means communicating in plain language and crafting smart solutions that genuinely make a difference. That is our goal.
Are you interested? Please apply. For more information you can contact Brian Doelkahar, firstname.lastname@example.org. We look forward getting to know you.