Careers Home  |   My eFinancialCareers  |   Find a Job  |   Post Resume  |   Search by Company  |   News & Advice  |   Search Resumes  |   Post a Job 
Career Center Jobs and Career Management in the Financial Markets, Banking & Finance Career Center
 
  Job Seekers Sign in / Register Recruiter's Sign-in
Senior Quantitative Analyst - Market Risk Validation - Amsterdam - 80K, Netherlands-North-Holland
Senior Quantitative Analyst - Market Risk Validation - Amsterdam - 80K
Company: Huxley Associates  
Location:   Netherlands-North-Holland  
Remuneration:   Negotiable  
Position Type:   Permanent  
Employment type:   Full time  
Updated:   02 Nov 2009  
eFC Ref no:   586167  
 
9500000000000129.gif
This Top International Bank based in Amsterdam gives you an exciting opportunity to use your technical skills to advance your career into the financial sector

Job Description:

As a quantitative risk analyst you participate in the validation of risk models within the market risk area. The market risk model validation team covers the internally developed market risk models such as VaR models with regard to trading risk and ALM models with regard to the interest rate risk of the Banking Book.

Your are able to;

  • Technical review the Risk Models within the specific risk area covering market risk (trading, ALM) and/or operational risk, business risk or risk aggregation
  • Deliver high quality standards of validation reports. These reports encompass both a quantitative and a qualitative assessment of a model, containing a mix of conceptual soundness & developmental evidence, outcome and performance analysis
  • The validations are executed at different stages of the Model lifecycle: i.e. when the model is initially developed, when any significant changes are made and on a regular basis

    Requirements:

  • A Master?s degree in econometrics, quantitative economics or a related field
  • Min. 3-5 years relevant work experience
  • You are able to operate as an effective and efficient professional
  • You are a first class expert in the area of ALM/Trading risk
  • You are able to maintain and develop expertise on the Market Risk area
  • Excellent writing skills in English
  • Communication skills
  • Problem analysis and judgement
  • Expat Relocation Packages

    If you are interested and feel that you have some or all of attributes required please upload your CV using the link below. (Bart van Meel - Huxley Associates)

    • All jobs from Huxley Associates
    Email this job
    Print this job
    Save this job
    Contact:
    Bart Van Meel
    Company:
    Huxley Associates
    Telephone:
    +31 (0) 20 522 1211
    Address:
    SINGEL 540
    3RD FLOOR
    1017 AZ
    AMSTERDAM
    THE NETHERLANDS
    Recruiter Ref:
    1018821
    All jobs from Huxley Associates
    Email this job
    Print this job
    Save this job