Market Risk Model Validation Junior Specialist

We are looking for you if:

• If you have deep knowledge of financial engineering, statistics, econometrics and probability.
• If you know basic terms related to asset and liability management as well as interest rate risk in the banking book.
• If you have a quantitative background, (MSc or PhD degree) in e.g. Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics or Physics.
• If you communicate in English fluently, both verbally and in writing.
• If you put great attention to the style and clarity of written reports.
• If you know Python and SQL.
• If you have a genuine passion for continuously improving.

Additionally, you will score for:

• Experience in risk management or model validation in the area of market risk or ALM.
• Experience in Agile.
• Knowledge of SAS / QRM.
• Certificates: FRM, PRM, CQF or BTRM.

Working tasks

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