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Senior Quantitative Risk Analyst

Job in 1000, Amsterdam, North Holland, Netherlands
Listing for: Vye Professionals
Full Time position
Listed on 2025-12-02
Job specializations:
  • Finance & Banking
    Financial Consultant, Economics, Risk Manager/Analyst, Mathematics
Salary/Wage Range or Industry Benchmark: 60000 - 80000 EUR Yearly EUR 60000.00 80000.00 YEAR
Job Description & How to Apply Below

As a senior quantitative risk analyst, you will be responsible for delivering key project goals, coaching junior colleagues, and continuously improving our models. You will work closely with stakeholders to maximize the impact of your models.

You will lead one or more projects, such as:

  • Modeling operational losses for our advanced measurement approach (AMA) model for operational risk, using techniques like extreme value theory and copulas.
  • Modeling transition probabilities between credit states for IFRS9 and stress testing, employing methods such as time series analysis, Bayesian inference, and optimization techniques.
  • Requirements
    • Proficiency in programming languages suited for model building and data analysis, such as Python, Matlab, and/or SAS.
    • At least 6 years of experience in risk modeling, e.g., IFRS9, Stress Testing, and Operational Risk.

    Our client is the third-largest bank in the Netherlands, serving around 6 million customers, with a significant impact on the economy and society.

    What they offer includes:

    • Flexible hours and growth potential both personally and professionally.
    • An additional benefit budget of 11% for fringe benefits.
    • A personal development budget of EUR 1,000 annually.
    • An annual public transportation pass or travel budget.
    • An informal, multicultural working environment with great colleagues.
    • Challenging work on complex, advanced quantitative problems.
    • Opportunities for career development and gaining experience across risk modeling, other bank areas, or international locations.
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    Position Requirements
    10+ Years work experience
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