Quantitative Analyst (monitoring and strategy)

At a glance

Join our team in ABN AMRO Risk Modelling to use your analytical and data-science skills for designing and maintaining credit risk models that will assist data-driven decision-making in the bank.

Your job

• You will use your skills and knowledge to analyze the credit risk models that AAB uses to assess risks in its non-retail portfolio.
• You will use analytical software for your analyses (SAS/Python on the Azure / Databricks platform).
• You will present your results and conclusions clearly and transparently to various stakeholder, through the use of reports and presentations. 
• Depending on your skills and ambition-level, our team provides opportunities to develop in various directions, from expert quantitative analyst to project management to coaching and leading a smaller team. 
• You will work on projects that generally last 3 to 4 months, and collaborate with 2 to 3 people of the team.

Working environment

Our team ‘Credit Risk Model Monitoring & Strategy’ is part of the Risk Modelling department, within Risk Management of ABN AMRO bank. 

• Our international, culturally diverse and multidisciplinary team consists of about 20 colleagues.
• We are united in our goals; in our team, the members appreciate the help they receive and their rapid development.
• We highly value teamwork, but also need members that can work individually.

Your profile

• PhD or MSc in Math, Sciences (Phys, Chem, Biol) or Econometrics, affinity with quantitative research.
• Smart & curious, you have a drive to master the quantitative and qualitative aspects of credit risk.
• Experience with data-driven research and programming (in any language) is essential
• Responsible, you care to see your projects to a successful end.

We are offering

• A full-time position in our team (36 to 40 hour). 
• A job in pay scale 9 to 11, depending on your knowledge and experience.
• a 1-year contract to start, with the intent of making it permanent, if your performance fulfills expectations.

Interested?

Does this advertisement spark your interest then please don’t hesitate to reach out to Emmy Horsch-van Zuylen (emmy.horsch-van.zuylen@nl.abnamro.com) for HR related questions.

Equal opportunities for all

The success of our organization depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge, and experience. Diversity is therefore extremely important to our organization. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

Disclaimer external recruitment agencies

External recruitment agencies need to have a signed agreement with ABN AMRO BANK N.V., executed by a Talent Acquisition Specialist, when submitting a resume to a vacancy. No unsolicited services or offers, please.