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For one of our clients we are looking for a Quantitive Risk Analyst.

Main task
The risk specialist will have consistent interaction with senior management and play an active role in new product development and implementation. This risk analyst will ccontribute at all stages of risk: trading, analytics, evaluation and business expansion. In this role it concerns both capacity for the model validation and also for the policy side.

Mandatory skills
Exposure within quantitative risk or a leading risk team
Ideally an excellent quantitative or risk PhD/MSc
A strong interest in quantitative risk analytics
Familiarity with Valuation and/or Risk Models (e.g. derivative pricing, counterparty credit risk models)
expertise in FRTB, Bilateral Margining, TRIM remediation.
programming in C++ and C

Desirable reguirements
Dutch in language and writing

Location
Amsterdam

Startdate
ASAP

To apply please mail your CV and motivation to Jiska.Andeweg@varrlyn.com

Post Author: Jiska Andeweg

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