SAS Developer
Components of the role:
Building a Risk Reporting Engine for Basel III requirements
- SAS
- VB
- SQL
- Data modelling
- ETL
- Relational database management systems
- BI reporting tools
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
ION Marketview - Trading systems engineer (Linux/Unix)
Solid skills sought in:
- Code/scripting (e.g Bash, Python or Pearl)
- Marketview, Bloomberg, TOMS and Pricing
- ECN Connectivity
- Linux/UNIX
- Windows
- Databases (Oracle, Sybase, SQL)
- Connections/interfaces, network trouble shooting, IT infrastructures
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
Market Risk (ALM) Manager (Business Quant)
Components of this role
- Assess market risks of the banking book
- Pro-actively advise on Interest rate and Market Risks
- Monitor ALM activities of ALM/Treasury departments
- Contribute to stress testing, model development, and review and implementation of new regulatory requirements
- Define functional risk management requirements for the development and implementation of new systems and models
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
Quantitative Analyst - Front office Team - Market Risk
Market Risk Quantitative analyst sought for a Front office team Quant Team
Components of Role:
- Servicing the Capital Markets trading Desks and Teams
- Re-launch of several Complex structured Equities products
- Model implementation and maintenance using Common Analytics library.
- C++ skills required!
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
Counter Party Credit Risk Manager
Reporting to the Head of Credit Risk.
Stakeholders: Head of Credit Risk, Head of Treasury, CRO, Credit Risk Committee and/or het Asset Liability Committee
Components of this role include:
- Development of counterparty risk policies and advising Stakeholders
- Working with Treasury to roll out non-retail products such as FX and IR swaps. And sometimes (reverse) repo's, Corporate & Government Bonds, Mortgage backed Securities and Structured products
- Advising on structuring of (more complex) Transactions
- Analyse, monitor and report counterparty credit risks
- Strong process improvement component
Please contact Chris Boersen c.boersen@RiskandGlobalMarkets.nl for further information and job description.
Quantitative Analyst - Economic capital + Java /R
Strong Java development skills are sought.
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
Quantitative analyst (LGD & PD)
For an environment based on mortgage securities and data we are preferably looking for a Quant with experience in development of PD and LGD models for Retail Banking. Other models also include Prepayment and Fraud detection and the Basel II capital requirements model.
This role also has direct contact with the business at Board/MD level.
Also of interest to the client is anyone with knowledge of reporting Financial Instruments at Fair value (IFRS 9 Exposure draft). And or anyone interested in Innovation of new products for clients in the realm of Big data – Marketing and sales models are to be developed. In short a broad role with some very interesting new work to sink your teeth into with multiple internal clients and business stakeholders.
Fluent Dutch is a must. Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and for a complete job description.
Junior role: Performance & Risk - Investment bank
We are looking for a Junior or Starter Performance & Risk manager for Asset management reporting.
Besides external clients, stakeholders include Management and Board level policy makers with who you will communicate on a regular basis. Excellent communication skills are required. You will operate in a flat organisation with short communication lines and and informal feel. Due to the nature of the business and external clients this role has a very broad scope of products and client requests. In this role you will have your own portfolio of clients. Full training and support is given. Fluent Dutch is a must. Location: Amsterdam
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
C# Quantitative Developer
Expected 2nd Quarter
Quantitative Developer sought for Pricing.
Please contact Chris Boersen directly email: c.boersen@riskandglobalmarkets.nl for a job specification and more information
Senior Performance & Risk Analyst - Reporting
We are looking for a Senior Performance & Risk manager for Asset management reporting who can actively coach and help junior members of the team and participate in Project groups.
Besides external clients, stakeholders include Management and Board level policy makers with who you will communicate on a regular basis. Excellent communication skills are required. You will operte in a flat organisation with short communication lines and and informal feel. Due to the nature of the business and external clients this role has a very broad scope of products and client requests. Fluent Ducth is a must. Location: Amsterdam
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.