Senior Quantitative Analyst – Model Validation

Senior Quantitative Analyst - Model Validation - Banking

For my client, an international bank based in Amsterdam, I am looking for a Senior Quantitative Analyst who will join model validation department. The team reviews the performance of risk models applied within the bank.

You will be responsible for:
- technical review or risk models within market risk area,
- delivering validation reports,
- reviewing models.

The qualified candidate shall have the following requirements:
- Has PhD or Master degree in mathematics, physics, econometrics or in related field,
- Has 5-7 years of relevant work experience, partly in model development team,
- Has experience in statistical modelling, data analysis, time series analysis, simulations,
- Has high level of skills in programming (MatLab, C++ and C#),
- Has excellent communicative skills in English.

If you have the relevant skills and experience, apply by uploading your CV via the link for the attention of Katarzyna Wajer at Huxley Associates.

Job Information