Quantitative Advisory Consultants (Credit and Market Risk)
Our client, a mid-sized Consulting firm, focused on the Benelux Financial Services sector is seeking experienced Quantitative Credit Risk Quants to join their established practice based in lovely Amsterdam. Consultants must have a minimum of 3 years+ working experience in a Quantitative Credit Risk discipline and have solid programming skills is either SAS, Python, R, Matlab etc.
This is an excellent opportunity to join an agile, forward thinking consultancy that is taking on high value projects for a brilliant client base that is being built up.
You will have:-
- Several years of relevant experience building credit risk models and comprehensive associated documentation.
- Quantitative university education (mathematics, statistics, physics or other analytically / methodologically oriented disciplines)
- Strong experience in using SAS as a primary tool and in-depth knowledge of MS Office and SQL.
- R, Python and other languages are advantageous
- Knowledge of bank-specific regulations (IFRS9/Basel II/III)
- Commitment, structured and analytical way of working.
- An ability to communicate complex techniques in a way that is understandable by non-modelling experts.
- Understand the detail of the core modelling techniques we use as opposed to running in built modelling packages.
- Be able to demonstrate an entrepreneurial, inquisitive and commercial approach to modelling problems
Previous consulting experience is highly desirable but not necessarily essential.
Excellent career prospects and work/life balance!
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|Base Salary||€Excellent + Bonus|