Officer Investment Risk Modelling recruitment
Your work:
The Investment Risk Modelling Officer I is responsible for identifying the investment risk in the portfolios of ABN AMRO Private Banking clients worldwide. The job holder is involved in development of risk models, analysis of the investment risk and performance of client portfolios, analysis of new structured investment products, development and maintenance of advanced client investment risk information system, and production of various risk reports.
Your work environment:
ABN AMRO Global Products Solutions organisation develops investment and other financial solutions for the bank’s private banking activities in 11 markets globally as well as for our retail banking operations in the Netherlands. This global coverage facilitates efficiency and consistency, while local teams ensure we offer our clients tailored, transparent solutions and independent advice.
Your background:
We are looking for a candidate who meets the following criteria:
- University degree or equivalent qualification in finance, mathematics, statistics, physics,
engineering or other speciality with solid quantitative background
- Strong analytical skills
- Good conceptual knowledge of methodology in the field of risk management
- Experience with quantitative models, in particular factor models for portfolio risk and models
for derivatives
- Solid programming skills (preferably SAS, Matlab, Excel/VBA, C++, Java). Experience with
databases and data management
- CFA or FRM diploma is desirable
- Results oriented, flexible, creative, able to work well under pressure
- Team player
- Good communication and presentation skills
Our offer:
ABN AMRO is committed to personal development. This means you get a lot of responsibilities and opportunities for entrepreneurship. The essence is that you join us to grow into the professional you want to be. Obviously part of that is a good salary and excellent benefits. You work with a group of people with the same drive and vision. At the same time, preferences and questions are as diverse as our customers. So you can outreach everyone's expectations, even those of yourself.
More information:
For more information, contact Arkadi Odintsov, PBI Global Products and Solutions, 020-6291684 or 06-51178114 or contact Patricia Koekebier, Senior Recruiter, 06-30192723.
Are you interested in? Apply now online for this job!