Senior Quantitative Risk Analyst recruitment
For my client, one of the biggest international banks based in The Netherlands, I am looking for a Senior Quantitative Risk Analyst who will become part of Model Validation Team. The Model Validation team provides independent reviews of risk models applied within the company and delivers high quality validation reports. The risk models are used for risk management to determine regulatory capital and economic capital in various risk areas covering market risk, credit risk, insurance risk and operational risk. The risk and finance models that must be validated are used:
-To determine the Economic Capital of the company;
-For the calculation of the consolidated and local solvency requirements under the Solvency II Internal Model approach;
-For risk management and hedging activities;
-For market value balance sheet, own funds under Solvency II and for fair value under IFRS.
The person will be involved in:
-Validation of risk models within risk insurance worldwide, covering market risk, insurance risk, business risk and risk aggregation,
-Technical reviews of Risk Models, covering market risk (interest rate risk, equity risk, real estate risk, currency risk, credit spread risk), insurance risk, business risk and risk aggregation,
-Delivering high quality validation reports.
The qualified candidate shall have the following requirements:
-Has Master degree in economics, quantitative economics or a related field,
-8-10 years relevant work experience,
-Has excellent writing skills in English,
-Is skilled in planning, problem analysis and judgement.