Senior Quantitative Risk Analyst recruitment
The role encompasses the development and maintenance of internal risk management models and tactical applications, quantitative analysis and financial modelling, new product research and development, and other quantitative tasks as required on an ad-hoc or project basis. The role will involve close liaison with the wider Risk Management department, and other internal/external groups, on a regular basis.Design, development and maintenance of risk management models and applications.Development and testing of pricing models and curves.Development and maintenance of in-house risk analytics library.Timely Read more […]
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 Read more […]