11 jobs found

ABN AMRO is on the trend of greater use of statistical models. This development is driven in part by regulations, but the growing reliance on models manifests in all areas of the bank. For risk management purposes ABN AMRO has models in place for, among others, credit risk, market risk, operational risk, and liquidity risk, covering the entire balance sheet of the bank. These models use market and client data to predict the client behaviour and their risk profile based on the client characteristics, the economy and the market. Outside the risk management domain, model-based decision making becomes increasingly important and accepted. Our team, the Credit Risk Modelling team, is responsible for the (re)development of credit risk models for retail portfolios within ABN AMRO. The team The Credit Risk Modelling team (re)develops credit risk models focused on retail clients (mortgages, SME, etc.) and non-retail clients (Corporations). By analysing client data from the past,...

Werken bij Transtrend betekent dat je onderdeel bent van een eigenzinnig, op elkaar ingespeeld team van 65 investment professionals die met focus, lange termijngerichtheid en oog voor kwaliteit streven naar het beste resultaat voor Transtrends klanten. Binnen Transtrend werk je in informele setting, krijg je de mogelijkheid om te werken met hoogstaande technologie, kom je in aanraking met complexe materie en vernieuwende inzichten, en bedien je ‘s werelds meest vooraanstaande beleggers. Bij Transtrend draait het om ‘know why’ en ‘learning by doing’, het in twijfel trekken van algemeen aanvaarde waarheden en het bedenken van originele oplossingen voor problemen. Wij zoeken een operationele duizendpoot die medeverantwoordelijk wordt voor het uitdenken, uitprogrammeren en ontwikkelen van processen met betrekking tot de vastlegging, reconciliatie en rapportage van beleggingen, treasury management en tegenpartijrisico, ter ondersteuning van onze...

Introduction Do you have the guts to ensure that our partner organizations make informed, data-driven decisions? Do you see that models are essential for the survival of banks and insurers as they form the basis for the approval of loans, the pricing of products and the establishment of risk reserves? In that case, the position of Quant Modeller in the Young Talent Program is a perfect fit for you! As a modeller you will support corporate decision-making by developing and maintaining quantitative models. In addition to a challenging position as a Quant Modeller, the Young Talent Program also offers you a personalized program in which you will learn both the technical and soft-skills required to develop yourself into an authentic high-end professional. What does your work as a Quantitative Modeller look like? Together with a team of talented colleagues, you will develop the next generation of models. These models not only need to adhere to regulatory standards but...

Introduction: Trading with cryptocurrencies, new strategies? With the recent re-emergence of the cryptocurrency market, major financial institutions have joined the playing field and are looking for opportunities. Banks, hedge funds and even governments are testing the waters, some with a bigger investment than others. Grayscale, the world’s largest cryptocurrency asset manager, now has over 20$ billion worth of cryptocurrencies  under management. However, cryptocurrencies are considered assets almost completely separated from the mainstream financial instruments. Previous research done by VB Risk Advisory has shown how cryptocurrencies have no dynamic correlations with mainstream instruments and are unsuitable as hedging instruments (K. van Wissen, D. Venekamp). Now, VB Risk Advisory is looking to develop a trading strategy for cryptocurrencies. Common trading strategies need to be re-evaluated for their use when trading cryptocurrencies. Currently the most...

WHO WE ARE AND WHAT WE DO IMC is a leading global market maker, using algorithmic trading and advanced technology to buy and sell securities on multiple trading venues worldwide. We provide liquidity to the financial markets, driving efficiencies for buyers and sellers. Founded in 1989, we are an ambitious, innovative company and identified early on the importance technology would play in the fast-paced evolution of trading. This entrepreneurial spirit still drives us today and can be found in all of our offices around the world. OUR TEAM We now operate globally from offices in Europe, the US and Asia Pacific. Our employees work closely together in multidisciplinary teams, making our success possible. Technology - At IMC, technology is not a department, it is at the heart of everything we do. Our technologists push the limits of possibility, and then look beyond. In our fast-paced environment, short feedback loops mean projects worked on in the morning can...

Sprenkels & Verschuren Bij Sprenkels & Verschuren zijn wij dagelijks bezig om complexe vraagstukken op het terrein van pensioenen, beleggen, verzekeren en risicomanagement terug te brengen tot de kern. Lange rapporten vol met tabellen, cijfers en analyses voldoen zelden direct aan de klantvraag. Onze uitdaging is om de klant met behulp van een begrijpelijk advies het juiste inzicht te geven, zodat zij zelf een beslissing kunnen nemen. Op dit moment werken er ongeveer 60 personen bij Sprenkels & Verschuren. Binnen ons Risicomanagement team zijn wij actief voor pensioenfondsen, verzekeraars, ziekenhuizen en omroepen. Alle aan risicomanagement gerelateerde zaken die spelen bij onze klanten vormen het domein van het Risicomanagement team. Denk hierbij aan invulling van sleutelfuncties, invulling geven aan strategisch en operationeel risicomanagementbeleid, rapportages niet-financiële en financiële risico’s, wet- en regelgeving etc.. Het team is hierin...

Ben je toe aan een nieuwe uitdaging waarbij je zelf het tempo van je ontwikkeling en carrièrepad bepaalt? Starten bij Triple A betekent dat je terecht komt in een omgeving waar je veel vrijheid krijgt, er is de mogelijkheid om specialist te worden of je ontwikkeling op meerdere onderwerpen te richten binnen de sector. We zijn een jonge dynamische club waarbij professionele en persoonlijke ontwikkeling op nummer 1 staat! Je functie Als Risk Consultant Bancair start je in een team van zeven Risk Professionals bij een van de meest inhoudelijk sterke partijen in de markt. De werkzaamheden richten zich op de implementatie kant van het Financial Risk Management werk, dit houdt in dat je hands-on bezig bent met de modellen en cijfers. Je ontwikkelt nieuwe proposities en werkt als consultant aan één of twee klantprojecten tegelijkertijd. De werkzaamheden verschillen per opdracht en bestaan onder meer uit: IFRS 9 – bijvoorbeeld het bouwen van PD en...

We need you! ABN AMRO is a leading Dutch bank, with an international presence across Europe, Asia Pacific, and the Americas. We are looking for skilled  junior quantitative risk analysts  who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data. Your job As a Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. Your main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital. In your day-to-day job you will work in multidisciplinary project teams. You closely work together with the business lines in order to ensure that the models...

WHO WE ARE AND WHAT WE DO IMC is a leading global market maker, using algorithmic trading and advanced technology to buy and sell securities on multiple trading venues worldwide. We provide liquidity to the financial markets, driving efficiencies for buyers and sellers. Founded in 1989, we are an ambitious, innovative company and identified early on the importance technology would play in the fast-paced evolution of trading. This entrepreneurial spirit still drives us today and can be found in all of our offices around the world.   OUR TEAM We now operate globally from offices in Europe, the US and Asia Pacific. Our employees work closely together in multidisciplinary teams, making our success possible. Technology - At IMC, technology is not a department, it is at the heart of everything we do. Our technologists push the limits of possibility, and then look beyond. In our fast-paced environment, short feedback loops mean projects worked on in the...

Join our Control team! As our new Risk Analyst you will be working closely with our CRO and Legal & Compliance Officer. In this role you are responsible for supporting our risk management activities and trading related compliance issues. You become part of setting up and monitoring guidelines and procedures for all relevant types of risk. Amongst others you will monitor trading behavior according to financial conduct rules, transaction reporting obligations and compliance with our company policies. If you are willing to learn about risk management and eager to grow together with us - this role is a great match for you. As our Risk Analyst you will: Assist with daily production and communication of market risk reports covering the equity derivatives business; Monitor risk concentrations, clearing requirement, incidents, unusual trades and exceptional P&L swings; Work closely with Operations on P&L operational risks; Be involved in the further...

Jouw rol As a Quant Specialist in the CILI team you will be working on the proprietary models that PGGM CILI is using in managing its € 11 billion investment portfolio in Credit & Insurance Linked Investments. You will be working within a mid-sized team of experienced investment professionals of many different nationalities and learn about our unique investments on the job. You will actively contribute to the quantitative analysis of transactions and the overall portfolios and depending on experience, you will develop, validate and/or maintain the proprietary models and databases that the CILI team is using. These models vary from reporting modules which are extracting data from database systems and perform some quick calculations to full-fledged stochastic financial models, which are used for valuation and risk assessment and include Monte Carlo methods and a Gaussian copula model. You will focus both on the Credit Risk Sharing transactions and Insurance Linked...