eFinancialCareers

• Company

  Huxley Associates

• Location

  Netherlands-North-Holland

• Compensation

  Negotiable

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  02 Nov 2009

• eFC Ref no

  586167

This Top International Bank based in Amsterdam gives you an exciting opportunity to use your technical skills to advance your career into the financial sector

Job Description:

As a quantitative risk analyst you participate in the validation of risk models within the market risk area. The market risk model validation team covers the internally developed market risk models such as VaR models with regard to trading risk and ALM models with regard to the interest rate risk of the Banking Book.

Your are able to;

Technical review the Risk Models within the specific risk area covering market risk (trading, ALM) and/or operational risk, business risk or risk aggregation

Deliver high quality standards of validation reports. These reports encompass both a quantitative and a qualitative assessment of a model, containing a mix of conceptual soundness & developmental evidence, outcome and performance analysis

The validations are executed at different stages of the Model lifecycle: i.e. when the model is initially developed, when any significant changes are made and on a regular basis

Requirements:

A Master?s degree in econometrics, quantitative economics or a related field

Min. 3-5 years relevant work experience

You are able to operate as an effective and efficient professional

You are a first class expert in the area of ALM/Trading risk

You are able to maintain and develop expertise on the Market Risk area

Excellent writing skills in English

Communication skills

Problem analysis and judgement

Expat Relocation Packages

If you are interested and feel that you have some or all of attributes required please upload your CV using the link below. (Bart van Meel - Huxley Associates)