Senior Quantitative Risk Analyst TRM Amsterdam

My client is a very successful international banking corporation in Amsterdam. Trading Risk Modelling is responsible for quantitative support and development of Market Risk and Credit Exposure models. This department is responsible for the review and validation of the models and has an advisory role to Risk and Business Management.

You will be responsible for the development of Risk Models and support the Model Validation process. Development of the CVA model is also part of the job. Another task is the responsibility for the calculation of credit exposure using the internal system that produces results to estimate credit conversion factors for ad-hoc transactions; you will be involved in the development and support of this system.

My client is looking for a candidate with:
* a strong quantitative background with hands-on experience
* extensive knowledge of stochastic calculus, its application to credit exposure modelling
* good programming skills (C++, SQL, VBA, C# etc.)
* good communication skills

The client offers a good salary, excellent benefits and an excellent opportunity to work in an international team with world-class finance colleagues.

Apply using the link below or via www.futureinfinance.nl