Quantitative Consultant Scenarios and Asset Valuation

  • Ortec Finance
  • Netherlands
  • jun 07, 2022
Fulltime Quantitative Finance Finance Quantitative Marketing Quantitative Logistics

Job Description

Do you want to be part of a company that advises an international client base that consists of pension funds, insurance companies, sovereign wealth funds, banks, and asset managers? Do you excel at simplifying and solving complex problems? Are you client-oriented and do you want to build your consulting expertise? Do you enjoy following global economic developments and financial news?
Join us as Quantitative Consultant Scenarios and Asset Valuation!

What will you do as a consultant?
As a consultant, you will be responsible for helping our clients to understand and use our quantitative economic scenarios, generated by our proprietary statistical model. Our stochastic scenarios provide the projected future risk and return of asset classes such as equities, government bonds, corporate credits, and private assets. These scenarios are constructed to reflect the economic characteristics of realistic market behavior.

The quantitative economic scenarios that you will be advising on are a crucial input in the financial decision making for many applications such as ALM, risk management, and financial planning.
Example applications include analyzing exposure to which asset classes fits best with investment goals, and whether investment goals are attainable with the current strategic asset allocation.

Within this role, every day will be different, for example:

  • On Monday, you discuss with a European pension fund how current financial and economic developments are reflected in our quantitative scenario projections. You are comfortable discussing the current high inflation environment and potential consequences for monetary policy in the context of our scenarios.
  • On Tuesday, you provide a training to an Asian client on the topic of our risk-neutral scenarios, which they use to obtain a market-consistent valuation of embedded options in their insurance liabilities (Time Value of Options and Guarantees).
  • On Wednesday, you set up our economic scenarios for a new client in North America and provide them with adequate support and training. You perform a data analysis on their investment portfolio to relate it to the asset class benchmarks that we model.
  • On Thursday, you contribute to a product demonstration for a prospective client in the United Kingdom and highlight the added value of our quantitative models, including a discussion of stress testing possibilities.
  • On Friday, you liaise with our software developers regarding software functionalities that may help a client in the Netherlands model a specific investment benchmark.

We offer you plenty of room to fully apply your talents and highly value an enterprising spirit. You will be given responsibilities immediately and you will be personally and actively mentored in the process.

The Scenarios and Asset Valuation Solution
You will be part of our Scenarios and Asset Valuation Solution, which is a group of about 25 persons. We provide both real-world and risk-neutral economic scenarios to enable our clients to manage the complexity of investment decision making. Our real-world scenarios provide risk and return projections that dynamically adjust to the latest economic and financial market circumstances. This includes the effects of ‘externalities’ such as central bank interventions or Brexit and has a global coverage of asset classes for many different regions. We achieve this by integrating characteristics of realistic market behavior (“stylized facts”) into forward-looking asset prices, yield curves, and volatilities as well as into the broader macro-economic environment. Our risk-neutral scenarios enable actuaries and finance professionals to perform market-consistent valuations of optionality in insurance liabilities and of financial contingent claims more generally. SAV is an innovative multidisciplinary group with Consultants, Quantitative Financial Analysts, and Quantitative Developers as well as Software Developers.

What do you bring for this position?
A successful applicant demonstrates the following:

  • A clear affinity with finance is mandatory, as is an MSc qualification, preferably in Econometrics, (Quantitative) Finance, or Economics;
  • A solid knowledge of financial markets and economics;
  • You follow the global economic developments and financial news;
  • You enjoy interacting with customers and maintaining relationships with customers;
  • Excellent social and communicative skills. Can clearly and effectively communicate complex matters to clients and senior stakeholders;
  • Solid command of the English language, both in speaking and in writing;
  • 0-3 years of relevant work experience.

The vacancy offers more than just a challenge
We offer you a challenging and rewarding role in a growing company, while being part of an inspirational global business. A great working environment and opportunities for personal and professional career development. An active employee association that organizes various activities throughout the year and you will be part of an industry-leading global team, renowned for excellence!

You will earn a competitive salary, depending of course on your job and competency profile. In addition we offer you excellent benefits, including:

  • 8% holiday allowance;
  • a fixed 13th month;
  • participation in a bonus policy;
  • participation to the pension scheme;
  • 27 vacation days (on a full-time contract);
  • possibility to buy extra vacation days;
  • working from the office in Rotterdam and/or Amsterdam;
  • travel expenses compensation for your daily commute and business travel;
  • a work environment with enthusiastic and fun colleagues!

Who are we?
Working at Ortec Finance means working somewhere else. It means working in a world where colleagues meet, gather knowledge and where likeminded peers are always willing to help each other. Where the organizational culture is friendly, flat, and non-political.

Working at Ortec Finance also means working in a continuously innovating world where science, academics and mathematics dominate, since models are key in helping Ortec Finance’ clients with complex financial decisions. Because that’s what we love: giving our clients the best advice possible. Where the daily job is very in-dept, based on evidence and relevant for society. It means a job that matters. Where the learning curve is steep; we learn something new every single day. And we need to, because continuously innovation is key. Especially in a fin tech world. We don’t necessarily follow all conventions. Because yes, we are a bit rebellious too.

Ortec Finance is the leading provider of technology and solutions for risk and return management. It is our purpose to enable people to manage the complexity of investment decisions. We do this through delivering leading technologies and solutions for investment decision-making to financial institutions around the world. Our strength lies in an effective combination of advanced models, innovative technology and in-depth market knowledge.

Headquartered in Rotterdam, Ortec Finance has offices in Amsterdam, London, Toronto, Melbourne, and Zurich.

  • 20+ countries represented;
  • 500+ customers;
  • 96% retention rate;
  • 3 trillion euros total assets managed by our clients.

More at www.ortecfinance.com

More information or to apply?
For more information regarding this position please contact our HR department at +31 10 700 5000.
To apply, please use the application button to send us your CV and cover letter.

We hope to meet you soon!