You are the expert who models and implements the risk systems of ABN AMRO Clearing. As a modelling expert, you will be responsible for data quality, modelling, validation, implementation and testing of the risk systems. You will present our models in the risk committees and to our regulators. 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!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. 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 of our risk models by providing Model Validation and the risk committees clear descriptions of our models and back -testing results.Your 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.Check your profile- Master in mathematics/econometrics.
- Structured and accurate way of working, good communication skills, verbally as in writing.
- Knowledge of financial markets and products.
- Experience in pricing derivatives and risk models.
- Experience with statistical packages.
- Excellent team player, who can motivate and coach other colleages.
- Good co-ordinating and stake holder management skills.
- Opportunity to work in a challenging financial environment.
- Opportunity to improve your knowledge about derivative products and risk models.
- Opportunity to develop yourself as a teamplayer.
- Good employee benefits.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.
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