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Market Risk Modeller

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 Amsterdam, Netherlands
Internship, Finance/Accounting, English
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Job Description:

(COMPANY NAME) is looking for Market Risk Modeller
Would you like to use your quantitative skills in a business environment? Are you interested in how to invest billions of valuable savings money of our clients across the globe? Do you want to crack your brain on client behaviour forecasting models? In our Asset and Liability Management Model Development team we create models that are at the heart of (COMPANY NAME).
The ALM Model Development team consists of highly qualified professionals with various quantitative backgrounds, ready to help you kickstart your career as a modelling professional. We combine data science with financial mathematics to develop models for client behavior forecasting, hedge optimisation and risk measurement. The models cover both retail and wholesale products like mortgages, savings and term loans.
The ALM team is part of Financial Risk Model Development department. Financial Risk Model Development comprises of a team of 60 modelling experts, who are determined to develop the best possible financial risk models to empower the customers of (COMPANY NAME) to stay ahead in life and business. Our expertise lies in the development and management of ALM, Credit and Trading Risk models, with state-of-the-art modelling methods, tooling and data processing technologies. The position also offers excellent opportunities to broaden your model development skills in Financial Markets and Credit Risk.

Who are we looking for?
We are looking for a colleague who wants to develop a successful career in financial modelling. You will play a crucial role in the development of methodologies for the measurement and management of market risks in (COMPANY NAME)'s banking books. Already in the first year, you will be introduced to the wide variety of topics we work on. You will visit colleagues abroad to present your results and assist with local quantitative challenges. At our department you get the opportunity to improve your coding skills and get training in state-of-the-art topics like machine learning. From the (COMPANY NAME) Learning Center catalogue you can choose from a wide variety of soft-skills workshops as well.
All in all, you will be equipped to:
* Develop and implement ALM models
* Advise management about modelling topics
* Present complex matter to a wide audience
The models that you develop will cover all products and geographical regions in the (COMPANY NAME) Bank portfolio.

Your backpack should contain
* A quantitative, academic degree (MSc or PhD), preferably in econometrics, mathematics or physics
* Sound knowledge of financial engineering, statistical modelling (and tools) and econometric methods
* Programming skills (Python, R or Matlab)
* Excellent communication and presentation skills
* Highly appreciated:
ALM knowledge and experience
Familiarity with advanced statistical techniques like machine learning and deep learning

Additionally, you should have
* Strong analytical, problem-solving, communication and execution skills
* Independent, creative and pro-active mind-set
* Ability to challenge the status quo
* Great team player skills
Furthermore, you should adhere to the (COMPANY NAME) values and it is evident for you that your behaviour ought to be fully aligned with these values. You should also be prepared to take the Banker's Oath.
For more information, please visit http://wxx.xxx.xxxx/xxxxxxxxxxx/xxx-xxx/xxxx-xx-xxx-xxx/xxx-xxxxxx.xxm
Get an impression on our agile way of working here: https://yxxxx.xx/xxxxxxxxxx0

What we offer
* Challenging job at the core of (COMPANY NAME)
* Above market average salary
* Benefits such as a 13th month's salary, public transfer business card, pension scheme, laptop, phone, bicycle purchase compensation, …
* The opportunity to develop yourself at your work and in training
* A dynamic, agile and international working environment
* Great international career opportunities
* The possibility to go for a 3 month internal internship in another country
* Attractive relocation package for international applicants moving to the Netherlands
* The possibility to work on our great campus or from home
* A good work-life-balance

Source: Company website
Posted on: 26 Jun 2020
Type of job: Internship
Job duration: 3 months
Languages: English
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